+35.6%
BMY vs ALB
-16.8%
+52.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.6% |
| 7D | -0.5% | +9.1% | -9.6% | -1.3% |
| 30D | +4.1% | -3.4% | +7.5% | +4.3% |
| 3M | -2.1% | -20.6% | +18.5% | -0.4% |
| 6M | +12.2% | -48.2% | +60.4% | +18.2% |
| YTD | +20.3% | -29.2% | +49.6% | +22.1% |
| 1Y | +39.2% | +10.0% | +29.2% | +34.5% |
| 3Y | +35.6% | -12.9% | +48.5% | +27.4% |
| All | +35.6% | -16.8% | +52.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling