+60.1%
BMY vs B
+216.6%
-156.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.8% |
| 7D | +2.1% | -7.3% | +9.4% | +2.5% |
| 30D | +7.0% | -3.3% | +10.3% | +7.1% |
| 3M | -0.9% | -7.8% | +6.9% | -0.6% |
| 6M | +14.9% | -15.5% | +30.5% | +15.6% |
| YTD | +22.8% | -12.3% | +35.1% | +22.9% |
| 1Y | +36.2% | +5.4% | +30.9% | +35.0% |
| 3Y | +45.7% | +165.5% | -119.8% | +36.1% |
| 5Y | +31.3% | +107.0% | -75.8% | +23.7% |
| All | +60.1% | +216.6% | -156.5% | +50.9% |
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