+48.4%
BMY vs AS
+123.4%
-75.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +2.1% | -4.9% | +6.9% | +2.5% |
| 30D | +7.0% | +3.9% | +3.1% | +6.7% |
| 3M | -0.9% | -9.6% | +8.7% | -0.2% |
| 6M | +14.9% | -8.7% | +23.6% | +15.4% |
| YTD | +22.8% | -19.8% | +42.7% | +24.1% |
| 1Y | +36.2% | -1.5% | +37.8% | +35.8% |
| All | +48.4% | +123.4% | -75.0% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling