+28.6%
BMY vs ALLY
-9.5%
+38.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -0.5% | +0.9% | -1.5% | -0.6% |
| 30D | +4.1% | +3.1% | +1.0% | +3.8% |
| 3M | -2.1% | -12.6% | +10.4% | -0.9% |
| 6M | +12.2% | -12.4% | +24.6% | +13.5% |
| YTD | +20.3% | -13.2% | +33.5% | +21.6% |
| 1Y | +39.2% | +1.8% | +37.4% | +38.7% |
| 3Y | +35.6% | +58.0% | -22.4% | +29.1% |
| All | +28.6% | -9.5% | +38.2% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling