+60.1%
BMY vs BAX
-35.8%
+95.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +7.0% | +4.1% | +2.9% | +5.6% |
| 3M | -0.9% | -4.5% | +3.7% | -0.1% |
| 6M | +14.9% | +49.2% | -34.3% | +2.9% |
| YTD | +22.8% | +35.2% | -12.4% | +11.4% |
| 1Y | +36.2% | +38.3% | -2.0% | +22.7% |
| 3Y | +45.7% | -19.0% | +64.7% | +47.5% |
| 5Y | +31.3% | -64.2% | +95.4% | +69.0% |
| All | +60.1% | -35.8% | +95.9% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling