+96.3%
BMY vs ALLE
+260.9%
-164.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +5.0% | -6.8% | +11.8% | +7.0% |
| 3M | +19.4% | +21.0% | -1.6% | +12.7% |
| 6M | +9.5% | +1.1% | +8.4% | +8.6% |
| YTD | +28.1% | -0.5% | +28.6% | +27.2% |
| 1Y | +50.0% | -7.3% | +57.2% | +51.8% |
| 3Y | +24.1% | +42.3% | -18.2% | +9.9% |
| 5Y | +25.0% | +13.5% | +11.5% | +16.6% |
| 10Y | +68.7% | +144.0% | -75.4% | +16.0% |
| All | +96.3% | +260.9% | -164.6% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling