+42.9%
BMY vs ALM
+312.4%
-269.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.4% |
| 7D | -4.8% | +3.6% | -8.4% | -4.8% |
| 30D | -0.7% | +33.8% | -34.5% | -0.8% |
| 3M | +15.3% | +14.8% | +0.5% | +15.1% |
| 6M | +8.5% | -7.0% | +15.5% | +8.6% |
| YTD | +23.4% | +108.1% | -84.6% | +23.7% |
| 1Y | +42.9% | +313.8% | -270.8% | +41.1% |
| All | +42.9% | +312.4% | -269.5% | +41.1% |
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