+1,749.1%
BMY vs B
+803.7%
+945.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | +19.4% | +5.0% | +14.4% | +19.2% |
| 6M | +9.5% | -3.5% | +13.1% | +9.5% |
| YTD | +28.1% | +4.5% | +23.6% | +27.7% |
| 1Y | +50.0% | +67.8% | -17.8% | +48.1% |
| 3Y | +24.1% | +196.7% | -172.6% | +20.8% |
| 5Y | +25.0% | +151.9% | -126.9% | +21.9% |
| 10Y | +68.7% | +202.2% | -133.5% | +63.4% |
| All | +1,749.1% | +803.7% | +945.4% | +2,043.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling