+28.3%
BMY vs B
+202.9%
-174.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | +0.4% | -1.6% | +2.0% | +0.4% |
| 30D | +5.0% | +9.4% | -4.4% | +4.6% |
| 3M | +19.4% | +5.0% | +14.4% | +19.0% |
| 6M | +9.5% | -3.5% | +13.1% | +9.3% |
| YTD | +28.1% | +4.5% | +23.6% | +27.2% |
| 1Y | +50.0% | +67.8% | -17.8% | +46.4% |
| All | +28.3% | +202.9% | -174.6% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling