+61.0%
BMY vs BAH
+207.1%
-146.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.8% | -1.8% |
| 7D | -6.4% | +2.4% | -8.8% | -6.8% |
| 30D | +0.2% | -2.9% | +3.2% | +0.6% |
| 3M | +16.0% | -1.3% | +17.3% | +15.8% |
| 6M | +8.3% | -0.9% | +9.2% | +7.8% |
| YTD | +22.2% | -8.2% | +30.4% | +22.4% |
| 1Y | +41.7% | -24.0% | +65.7% | +46.1% |
| 3Y | +20.7% | -28.1% | +48.8% | +20.1% |
| 5Y | +23.9% | +2.5% | +21.4% | +11.3% |
| All | +61.0% | +207.1% | -146.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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