+20.5%
BMY vs AUR
+84.2%
-63.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -4.8% | +1.4% | -6.2% | -4.8% |
| 30D | -0.1% | -6.4% | +6.3% | 0.0% |
| 3M | +13.1% | +7.7% | +5.4% | +12.8% |
| 6M | +8.4% | +44.5% | -36.1% | +7.0% |
| YTD | +22.0% | +67.4% | -45.5% | +19.9% |
| 1Y | +40.3% | +15.4% | +24.9% | +38.7% |
| 3Y | +20.5% | +94.8% | -74.3% | +9.6% |
| All | +20.5% | +84.2% | -63.7% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling