+1,637.4%
BMY vs ALK
+770.6%
+866.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -0.5% | +9.0% | -9.6% | -1.8% |
| 30D | +4.1% | -1.6% | +5.7% | +4.2% |
| 3M | -2.1% | -23.2% | +21.1% | +1.2% |
| 6M | +12.2% | -3.9% | +16.1% | +11.9% |
| YTD | +20.3% | -22.6% | +42.9% | +22.7% |
| 1Y | +39.2% | -5.3% | +44.5% | +37.9% |
| 3Y | +35.6% | +18.6% | +17.0% | +26.5% |
| 5Y | +28.6% | -34.4% | +63.0% | +28.1% |
| 10Y | +73.9% | -40.8% | +114.6% | +64.8% |
| All | +1,637.4% | +770.6% | +866.9% | +799.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling