+54.7%
BMY vs AS
+120.4%
-65.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.4% | -2.1% |
| 7D | +0.4% | -4.9% | +5.3% | +0.7% |
| 30D | +5.0% | -19.6% | +24.6% | +6.6% |
| 3M | +19.4% | -14.4% | +33.8% | +20.6% |
| 6M | +9.5% | -20.1% | +29.7% | +10.9% |
| YTD | +28.1% | -20.9% | +49.0% | +29.6% |
| 1Y | +50.0% | -21.9% | +71.8% | +51.7% |
| All | +54.7% | +120.4% | -65.6% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling