+22.5%
BMY vs BAH
-32.1%
+54.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -3.1% |
| 7D | -3.3% | -4.3% | +1.0% | -3.1% |
| 30D | 0.0% | -4.5% | +4.4% | +0.2% |
| 3M | +17.7% | -7.6% | +25.3% | +17.5% |
| 6M | +9.6% | -10.6% | +20.2% | +9.4% |
| YTD | +24.0% | -12.6% | +36.5% | +23.8% |
| 1Y | +45.1% | -27.0% | +72.1% | +44.7% |
| 3Y | +22.5% | -31.5% | +54.0% | +19.9% |
| All | +22.5% | -32.1% | +54.6% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling