+109.1%
BMY vs ALM
+3,798.4%
-3,689.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | 0.0% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | +5.1% | -26.1% | +31.2% | +5.2% |
| 3M | -3.0% | -38.1% | +35.1% | -2.9% |
| 6M | +13.1% | -55.4% | +68.5% | +13.2% |
| YTD | +20.3% | -0.4% | +20.7% | +20.2% |
| 1Y | +39.0% | +25.4% | +13.7% | +38.8% |
| 3Y | +42.0% | +907.8% | -865.8% | +40.6% |
| 5Y | +28.5% | +440.2% | -411.6% | +27.4% |
| 10Y | +57.5% | +2,031.1% | -1,973.6% | +54.9% |
| All | +109.1% | +3,798.4% | -3,689.3% | +100.0% |
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