+45.6%
BMY vs ALM
+44.8%
+0.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.9% | +4.0% |
| 7D | +6.0% | -6.4% | +12.4% | +6.0% |
| 30D | +9.1% | -35.0% | +44.1% | +9.5% |
| 3M | -2.6% | -33.8% | +31.2% | -2.4% |
| 6M | +13.1% | -55.0% | +68.1% | +13.9% |
| YTD | +23.0% | -0.2% | +23.3% | +21.7% |
| 1Y | +45.6% | +41.8% | +3.8% | +41.9% |
| All | +45.6% | +44.8% | +0.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling