+58.2%
BMY vs ALL
+372.0%
-313.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.3% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +6.2% | +13.8% | -7.6% | +2.5% |
| 3M | -2.1% | -2.8% | +0.6% | -1.5% |
| 6M | +14.3% | +23.7% | -9.4% | +7.4% |
| YTD | +21.6% | +27.3% | -5.7% | +13.1% |
| 1Y | +38.8% | +30.5% | +8.2% | +28.1% |
| 3Y | +42.9% | +113.0% | -70.1% | +12.2% |
| 5Y | +30.1% | +157.6% | -127.5% | -6.8% |
| 10Y | +58.2% | +368.4% | -310.2% | -6.7% |
| All | +58.2% | +372.0% | -313.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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