+1,637.4%
BMY vs B
+719.1%
+918.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -0.5% | +9.6% | -10.1% | -0.7% |
| 30D | +4.1% | +3.5% | +0.6% | +4.0% |
| 3M | -2.1% | -1.6% | -0.5% | -2.1% |
| 6M | +12.2% | -1.7% | +13.9% | +12.1% |
| YTD | +20.3% | -5.3% | +25.7% | +20.2% |
| 1Y | +39.2% | +27.2% | +12.0% | +38.2% |
| 3Y | +35.6% | +166.1% | -130.5% | +32.3% |
| 5Y | +28.6% | +136.5% | -107.9% | +25.5% |
| 10Y | +73.9% | +172.2% | -98.4% | +68.8% |
| All | +1,637.4% | +719.1% | +918.3% | +1,917.6% |
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