+62.0%
BMY vs B
+186.6%
-124.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.1% |
| 7D | -3.3% | +2.3% | -5.7% | -3.4% |
| 30D | 0.0% | +1.4% | -1.4% | -0.2% |
| 3M | +17.7% | +12.2% | +5.5% | +16.9% |
| 6M | +9.6% | -2.1% | +11.7% | +9.4% |
| YTD | +24.0% | +2.9% | +21.0% | +23.2% |
| 1Y | +45.1% | +55.3% | -10.2% | +40.9% |
| 3Y | +22.5% | +198.7% | -176.2% | +14.1% |
| 5Y | +22.3% | +153.8% | -131.5% | +14.3% |
| 10Y | +62.0% | +193.4% | -131.4% | +49.5% |
| All | +62.0% | +186.6% | -124.6% | +49.5% |
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