+57.5%
BMY vs ALLE
+233.6%
-176.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | +5.1% | +26.6% | -21.5% | -1.4% |
| 3M | -3.0% | +13.2% | -16.2% | -6.4% |
| 6M | +13.1% | +42.9% | -29.8% | +2.1% |
| YTD | +20.3% | +21.0% | -0.7% | +13.3% |
| 1Y | +39.0% | +15.2% | +23.9% | +32.7% |
| 3Y | +42.0% | +95.6% | -53.6% | +16.2% |
| 5Y | +28.5% | +53.4% | -24.9% | +10.7% |
| 10Y | +57.5% | +221.5% | -164.0% | +5.2% |
| All | +57.5% | +233.6% | -176.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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