+25.8%
BMY vs ALC
-16.0%
+41.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.4% |
| 7D | +0.4% | -2.1% | +2.5% | +0.8% |
| 30D | +5.0% | -0.1% | +5.1% | +5.0% |
| 3M | +19.4% | +5.9% | +13.5% | +17.9% |
| 6M | +9.5% | -15.9% | +25.5% | +12.9% |
| YTD | +28.1% | -10.1% | +38.2% | +30.2% |
| 1Y | +50.0% | -10.2% | +60.2% | +52.4% |
| 3Y | +24.1% | -13.6% | +37.6% | +26.6% |
| All | +25.8% | -16.0% | +41.8% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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