+248.0%
BMY vs AU
+783.5%
-535.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.1% |
| 7D | -3.3% | -0.3% | -3.1% | -3.3% |
| 30D | 0.0% | +12.8% | -12.8% | -0.5% |
| 3M | +17.7% | +28.5% | -10.7% | +16.4% |
| 6M | +9.6% | +4.8% | +4.8% | +9.1% |
| YTD | +24.0% | +31.0% | -7.0% | +22.2% |
| 1Y | +45.1% | +81.4% | -36.3% | +41.1% |
| 3Y | +22.5% | +618.4% | -595.9% | +12.1% |
| 5Y | +22.3% | +686.3% | -664.0% | +10.8% |
| 10Y | +62.0% | +664.5% | -602.6% | +43.7% |
| All | +248.0% | +783.5% | -535.4% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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