+1,749.1%
BMY vs ALK
+839.9%
+909.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | +0.4% | -0.7% | +1.0% | +0.4% |
| 30D | +5.0% | -19.2% | +24.2% | +8.0% |
| 3M | +19.4% | -1.5% | +20.9% | +19.1% |
| 6M | +9.5% | -13.1% | +22.6% | +10.5% |
| YTD | +28.1% | -16.4% | +44.5% | +29.5% |
| 1Y | +50.0% | -33.1% | +83.1% | +55.9% |
| 3Y | +24.1% | +0.6% | +23.5% | +18.6% |
| 5Y | +25.0% | -26.4% | +51.4% | +22.6% |
| 10Y | +68.7% | -34.2% | +102.8% | +57.7% |
| All | +1,749.1% | +839.9% | +909.3% | +848.5% |
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 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