+45.4%
BMY vs AS
+142.2%
-96.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.2% |
| 7D | -1.4% | +5.8% | -7.2% | -1.8% |
| 30D | +5.1% | +15.4% | -10.2% | +4.0% |
| 3M | -3.0% | -11.9% | +8.9% | -2.2% |
| 6M | +13.1% | -9.9% | +23.0% | +13.6% |
| YTD | +20.3% | -13.1% | +33.4% | +20.8% |
| 1Y | +39.0% | +9.9% | +29.1% | +37.5% |
| All | +45.4% | +142.2% | -96.9% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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