+57.5%
BMY vs AR
+47.5%
+10.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.5% |
| 7D | -0.5% | -14.3% | +13.7% | +0.2% |
| 30D | +4.1% | +1.4% | +2.7% | +3.9% |
| 3M | -2.1% | +3.4% | -5.5% | -2.4% |
| 6M | +12.2% | -2.1% | +14.3% | +12.1% |
| YTD | +20.3% | +4.7% | +15.6% | +19.6% |
| 1Y | +39.2% | +10.6% | +28.6% | +37.9% |
| 3Y | +35.6% | +24.6% | +11.0% | +32.2% |
| 5Y | +28.6% | +71.9% | -43.3% | +21.1% |
| All | +57.5% | +47.5% | +10.0% | +43.3% |
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