+122.6%
BMY vs ALM
+7,705.7%
-7,583.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | +0.4% | -2.6% | +3.0% | +0.4% |
| 30D | +5.0% | +32.0% | -27.0% | +4.9% |
| 3M | +19.4% | -15.0% | +34.4% | +19.4% |
| 6M | +9.5% | -10.1% | +19.7% | +9.5% |
| YTD | +28.1% | +99.4% | -71.4% | +27.7% |
| 1Y | +50.0% | +316.4% | -266.4% | +49.2% |
| 3Y | +24.1% | +2,022.0% | -1,997.9% | +22.6% |
| 5Y | +25.0% | +941.2% | -916.2% | +23.6% |
| 10Y | +68.7% | +2,950.3% | -2,881.7% | +65.7% |
| All | +122.6% | +7,705.7% | -7,583.2% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling