+1,422.8%
BMY vs ALB
+2,114.0%
-691.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.7% |
| 7D | +1.8% | +5.3% | -3.5% | +1.0% |
| 30D | +6.2% | -6.3% | +12.5% | +7.1% |
| 3M | -2.1% | -27.4% | +25.3% | +2.0% |
| 6M | +14.3% | -53.1% | +67.3% | +26.2% |
| YTD | +21.6% | -32.3% | +53.9% | +25.9% |
| 1Y | +38.8% | -7.3% | +46.1% | +36.8% |
| 3Y | +42.9% | -14.9% | +57.9% | +35.6% |
| 5Y | +30.1% | -62.0% | +92.1% | +33.9% |
| 10Y | +58.2% | +33.0% | +25.2% | +21.1% |
| All | +1,422.8% | +2,114.0% | -691.2% | +628.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling