+28.6%
BMY vs ALK
-34.8%
+63.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -0.5% | +9.0% | -9.6% | -1.4% |
| 30D | +4.1% | -1.6% | +5.7% | +4.1% |
| 3M | -2.1% | -23.2% | +21.1% | +0.1% |
| 6M | +12.2% | -3.9% | +16.1% | +11.9% |
| YTD | +20.3% | -22.6% | +42.9% | +21.8% |
| 1Y | +39.2% | -5.3% | +44.5% | +38.2% |
| 3Y | +35.6% | +18.6% | +17.0% | +28.7% |
| All | +28.6% | -34.8% | +63.4% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling