+22.5%
BMY vs ALL
+150.3%
-127.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.8% |
| 7D | -3.3% | -1.7% | -1.6% | -3.0% |
| 30D | 0.0% | -4.7% | +4.6% | +0.8% |
| 3M | +17.7% | +18.4% | -0.6% | +14.1% |
| 6M | +9.6% | +20.5% | -10.9% | +5.8% |
| YTD | +24.0% | +23.5% | +0.4% | +19.0% |
| 1Y | +45.1% | +29.0% | +16.1% | +37.9% |
| 3Y | +22.5% | +153.7% | -131.2% | -1.3% |
| All | +22.5% | +150.3% | -127.8% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling