+62.0%
BMY vs ALLY
+178.4%
-116.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.7% |
| 7D | -3.3% | +1.0% | -4.4% | -3.5% |
| 30D | 0.0% | -3.3% | +3.2% | +0.4% |
| 3M | +17.7% | +0.5% | +17.3% | +17.6% |
| 6M | +9.6% | +12.6% | -3.0% | +7.7% |
| YTD | +24.0% | -4.7% | +28.7% | +24.4% |
| 1Y | +45.1% | +5.2% | +39.9% | +43.4% |
| 3Y | +22.5% | +66.5% | -44.0% | +11.6% |
| 5Y | +22.3% | +0.2% | +22.1% | +17.7% |
| 10Y | +62.0% | +180.8% | -118.8% | +23.5% |
| All | +62.0% | +178.4% | -116.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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