+111.7%
BMY vs ALM
+3,525.2%
-3,413.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | -2.0% | -7.2% | +5.2% | -2.0% |
| 30D | +9.3% | -26.4% | +35.6% | +9.3% |
| 3M | -0.1% | -38.6% | +38.5% | 0.0% |
| 6M | +15.5% | -61.0% | +76.5% | +15.7% |
| YTD | +21.8% | -7.4% | +29.2% | +21.7% |
| 1Y | +34.9% | +14.0% | +20.9% | +34.7% |
| 3Y | +43.2% | +844.4% | -801.3% | +41.8% |
| 5Y | +30.7% | +410.8% | -380.1% | +29.6% |
| 10Y | +59.3% | +2,084.7% | -2,025.5% | +56.6% |
| All | +111.7% | +3,525.2% | -3,413.5% | +102.5% |
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