+62.0%
BMY vs ALK
-38.6%
+100.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.8% |
| 7D | -3.3% | +0.1% | -3.5% | -3.3% |
| 30D | 0.0% | -18.5% | +18.4% | +2.3% |
| 3M | +17.7% | -3.6% | +21.3% | +17.7% |
| 6M | +9.6% | -3.7% | +13.3% | +9.1% |
| YTD | +24.0% | -19.0% | +43.0% | +25.6% |
| 1Y | +45.1% | -36.0% | +81.1% | +50.9% |
| 3Y | +22.5% | +2.3% | +20.2% | +17.1% |
| 5Y | +22.3% | -27.8% | +50.0% | +20.3% |
| 10Y | +62.0% | -39.0% | +100.9% | +50.2% |
| All | +62.0% | -38.6% | +100.5% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling