+79.8%
BMY vs ALC
+32.2%
+47.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.4% | +2.1% | -3.4% | -1.9% |
| 30D | +5.1% | +17.2% | -12.1% | +0.8% |
| 3M | -3.0% | +4.6% | -7.6% | -4.3% |
| 6M | +13.1% | +20.1% | -7.1% | +7.7% |
| YTD | +20.3% | -4.2% | +24.5% | +20.8% |
| 1Y | +39.0% | +2.1% | +36.9% | +37.3% |
| 3Y | +42.0% | +4.5% | +37.5% | +38.0% |
| 5Y | +28.5% | -12.3% | +40.9% | +29.9% |
| All | +79.8% | +32.2% | +47.7% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling