+35.6%
BMY vs ALLE
+88.9%
-53.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.3% |
| 7D | -0.5% | -0.6% | 0.0% | -0.4% |
| 30D | +4.1% | +25.3% | -21.3% | -1.7% |
| 3M | -2.1% | +10.3% | -12.4% | -4.7% |
| 6M | +12.2% | +38.0% | -25.8% | +2.7% |
| YTD | +20.3% | +17.8% | +2.6% | +14.7% |
| 1Y | +39.2% | +13.6% | +25.6% | +34.0% |
| 3Y | +35.6% | +89.2% | -53.6% | +10.4% |
| All | +35.6% | +88.9% | -53.3% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling