+58.2%
BMY vs B
+184.6%
-126.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.2% | +1.4% |
| 7D | +1.8% | +7.1% | -5.4% | +1.4% |
| 30D | +6.2% | -3.3% | +9.6% | +6.3% |
| 3M | -2.1% | -2.5% | +0.4% | -2.1% |
| 6M | +14.3% | -7.2% | +21.5% | +14.3% |
| YTD | +21.6% | -7.4% | +29.0% | +21.4% |
| 1Y | +38.8% | +16.4% | +22.4% | +36.8% |
| 3Y | +42.9% | +178.7% | -135.8% | +33.2% |
| 5Y | +30.1% | +121.7% | -91.6% | +22.1% |
| 10Y | +58.2% | +208.6% | -150.4% | +47.3% |
| All | +58.2% | +184.6% | -126.4% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling