+60.1%
BMY vs ALK
-45.9%
+106.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +2.0% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +7.0% | +7.7% | -0.7% | +5.9% |
| 3M | -0.9% | -19.0% | +18.1% | +1.4% |
| 6M | +14.9% | -0.2% | +15.1% | +14.0% |
| YTD | +22.8% | -23.5% | +46.3% | +25.0% |
| 1Y | +36.2% | -9.1% | +45.4% | +35.7% |
| 3Y | +45.7% | +12.0% | +33.7% | +37.4% |
| 5Y | +31.3% | -30.9% | +62.1% | +29.7% |
| All | +60.1% | -45.9% | +106.0% | +49.0% |
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