+45.6%
BMY vs AUR
-17.4%
+63.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.5% | +4.0% |
| 7D | +6.0% | -19.8% | +25.8% | +6.2% |
| 30D | +9.1% | -29.0% | +38.2% | +9.5% |
| 3M | -2.6% | -43.6% | +41.0% | -2.0% |
| 6M | +13.1% | -36.6% | +49.8% | +12.6% |
| YTD | +23.0% | +6.3% | +16.8% | +15.3% |
| 1Y | +45.6% | -9.0% | +54.6% | +38.5% |
| All | +45.6% | -17.4% | +63.0% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling