+315.1%
BMY vs BAH
+1,077.1%
-762.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.0% | -1.6% | -0.4% | -1.7% |
| 30D | +9.3% | +18.0% | -8.8% | +6.1% |
| 3M | -0.1% | +11.4% | -11.5% | -2.2% |
| 6M | +15.5% | +17.7% | -2.2% | +11.5% |
| YTD | +21.8% | +5.4% | +16.5% | +19.0% |
| 1Y | +34.9% | +2.8% | +32.1% | +32.2% |
| 3Y | +43.2% | -26.7% | +69.8% | +44.6% |
| 5Y | +30.7% | +8.1% | +22.7% | +19.4% |
| 10Y | +59.3% | +202.5% | -143.3% | +14.3% |
| All | +315.1% | +1,077.1% | -762.0% | +127.6% |
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