+57.5%
BMY vs ALK
-37.5%
+95.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -0.9% |
| 7D | -1.4% | +8.9% | -10.3% | -2.5% |
| 30D | +5.1% | +5.9% | -0.8% | +4.2% |
| 3M | -3.0% | -16.5% | +13.5% | -1.2% |
| 6M | +13.1% | +2.1% | +11.0% | +11.9% |
| YTD | +20.3% | -17.1% | +37.4% | +21.3% |
| 1Y | +39.0% | -2.9% | +41.9% | +37.3% |
| 3Y | +42.0% | +24.5% | +17.5% | +32.2% |
| 5Y | +28.5% | -29.1% | +57.7% | +26.8% |
| 10Y | +57.5% | -39.1% | +96.6% | +45.0% |
| All | +57.5% | -37.5% | +95.0% | +45.0% |
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