+22.3%
BMY vs ALB
-43.6%
+65.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.4% |
| 7D | -3.3% | -4.4% | +1.1% | -3.1% |
| 30D | 0.0% | -1.2% | +1.1% | 0.0% |
| 3M | +17.7% | -13.3% | +31.0% | +18.6% |
| 6M | +9.6% | -19.8% | +29.4% | +10.6% |
| YTD | +24.0% | -7.9% | +31.9% | +23.6% |
| 1Y | +45.1% | +60.2% | -15.0% | +38.1% |
| 3Y | +22.5% | -26.4% | +48.9% | +17.6% |
| 5Y | +22.3% | -42.5% | +64.8% | +13.2% |
| All | +22.3% | -43.6% | +65.9% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling