+43.1%
BMY vs ALK
+14.9%
+28.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.4% |
| 7D | -1.3% | +0.9% | -2.2% | -1.4% |
| 30D | +10.0% | +3.3% | +6.7% | +9.4% |
| 3M | -1.2% | -17.6% | +16.4% | +0.5% |
| 6M | +12.8% | +0.8% | +12.0% | +11.8% |
| YTD | +20.7% | -22.4% | +43.0% | +22.0% |
| 1Y | +32.6% | -10.1% | +42.7% | +32.0% |
| All | +43.1% | +14.9% | +28.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling