+24.9%
BMY vs BAH
-3.8%
+28.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -3.1% |
| 7D | -3.3% | -4.3% | +1.0% | -3.0% |
| 30D | 0.0% | -4.5% | +4.4% | +0.3% |
| 3M | +17.7% | -7.6% | +25.3% | +18.0% |
| 6M | +9.6% | -10.6% | +20.2% | +10.0% |
| YTD | +24.0% | -12.6% | +36.5% | +24.3% |
| 1Y | +45.1% | -27.0% | +72.1% | +47.2% |
| 3Y | +22.5% | -31.5% | +54.0% | +19.3% |
| All | +24.9% | -3.8% | +28.7% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling