+62.0%
BMY vs AR
+45.1%
+16.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | -3.3% | -1.8% | -1.5% | -3.2% |
| 30D | 0.0% | +12.6% | -12.6% | -0.7% |
| 3M | +17.7% | +10.0% | +7.7% | +17.1% |
| 6M | +9.6% | +0.6% | +9.0% | +9.4% |
| YTD | +24.0% | +13.4% | +10.6% | +22.8% |
| 1Y | +45.1% | +21.7% | +23.4% | +43.1% |
| 3Y | +22.5% | +45.8% | -23.3% | +18.4% |
| 5Y | +22.3% | +144.3% | -122.0% | +12.6% |
| 10Y | +62.0% | +41.8% | +20.2% | +53.6% |
| All | +62.0% | +45.1% | +16.8% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling