+62.0%
BMY vs ALLE
+148.2%
-86.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -3.3% | +2.8% | -6.1% | -4.0% |
| 30D | 0.0% | -7.6% | +7.6% | +2.0% |
| 3M | +17.7% | +22.8% | -5.0% | +11.1% |
| 6M | +9.6% | +4.6% | +5.0% | +7.7% |
| YTD | +24.0% | -1.2% | +25.2% | +23.5% |
| 1Y | +45.1% | -9.1% | +54.2% | +47.6% |
| 3Y | +22.5% | +50.0% | -27.5% | +7.9% |
| 5Y | +22.3% | +15.2% | +7.0% | +14.4% |
| 10Y | +62.0% | +151.1% | -89.1% | +19.6% |
| All | +62.0% | +148.2% | -86.3% | +19.6% |
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