+336.3%
BMY vs BAH
+886.2%
-549.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +0.4% | -3.2% | +3.6% | +0.9% |
| 30D | +5.0% | +2.0% | +3.0% | +4.6% |
| 3M | +19.4% | -7.6% | +27.0% | +20.7% |
| 6M | +9.5% | -5.7% | +15.2% | +9.9% |
| YTD | +28.1% | -11.7% | +39.8% | +29.3% |
| 1Y | +50.0% | -27.4% | +77.3% | +56.5% |
| 3Y | +24.1% | -32.5% | +56.6% | +26.6% |
| 5Y | +25.0% | -3.3% | +28.3% | +16.1% |
| 10Y | +68.7% | +186.0% | -117.3% | +21.9% |
| All | +336.3% | +886.2% | -549.9% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling