+57.5%
BMY vs B
+183.2%
-125.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.2% |
| 7D | -1.4% | +11.3% | -12.7% | -2.0% |
| 30D | +5.1% | +2.9% | +2.2% | +4.9% |
| 3M | -3.0% | -2.9% | -0.1% | -3.0% |
| 6M | +13.1% | -1.2% | +14.3% | +12.8% |
| YTD | +20.3% | -1.3% | +21.7% | +19.7% |
| 1Y | +39.0% | +30.4% | +8.6% | +36.2% |
| 3Y | +42.0% | +195.3% | -153.3% | +32.1% |
| 5Y | +28.5% | +146.2% | -117.7% | +20.1% |
| 10Y | +57.5% | +200.5% | -143.0% | +46.0% |
| All | +57.5% | +183.2% | -125.7% | +46.0% |
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