+50.0%
BMY vs BAX
+9.9%
+40.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +5.0% | -5.5% | +10.5% | +5.9% |
| 3M | +19.4% | +33.5% | -14.2% | +14.8% |
| 6M | +9.5% | +35.9% | -26.3% | +4.4% |
| YTD | +28.1% | +35.4% | -7.3% | +22.0% |
| 1Y | +50.0% | +9.8% | +40.2% | +42.2% |
| All | +50.0% | +9.9% | +40.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling