+1,366.1%
BMY vs ALL
+3,598.8%
-2,232.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.4% |
| 7D | -0.5% | -1.9% | +1.4% | 0.0% |
| 30D | +4.1% | +13.8% | -9.7% | +0.6% |
| 3M | -2.1% | -7.0% | +4.9% | -0.4% |
| 6M | +12.2% | +18.0% | -5.8% | +7.1% |
| YTD | +20.3% | +24.2% | -3.9% | +13.0% |
| 1Y | +39.2% | +31.2% | +8.0% | +28.8% |
| 3Y | +35.6% | +107.5% | -71.9% | +9.8% |
| 5Y | +28.6% | +144.8% | -116.2% | -2.3% |
| 10Y | +73.9% | +375.8% | -301.9% | +8.6% |
| All | +1,366.1% | +3,598.8% | -2,232.7% | +453.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling