+45.4%
BMY vs AS
+134.9%
-89.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.6% |
| 7D | -0.5% | +6.9% | -7.5% | -1.0% |
| 30D | +4.1% | +16.0% | -11.9% | +2.9% |
| 3M | -2.1% | -12.8% | +10.7% | -1.3% |
| 6M | +12.2% | -15.4% | +27.6% | +13.3% |
| YTD | +20.3% | -15.7% | +36.1% | +21.1% |
| 1Y | +39.2% | +6.1% | +33.1% | +38.0% |
| All | +45.4% | +134.9% | -89.5% | +36.8% |
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