+22.0%
BMY vs BAX
-33.8%
+55.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -4.8% | -5.1% | +0.3% | -3.8% |
| 30D | -0.7% | -12.2% | +11.5% | +2.0% |
| 3M | +15.3% | +21.8% | -6.5% | +10.6% |
| 6M | +8.5% | +36.3% | -27.8% | +1.6% |
| YTD | +23.4% | +27.8% | -4.4% | +16.0% |
| 1Y | +42.9% | -0.1% | +43.0% | +40.6% |
| All | +22.0% | -33.8% | +55.7% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling