+44.5%
BMY vs BAX
-16.3%
+60.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | +9.3% | +6.3% | +3.0% | +7.7% |
| 3M | -0.1% | -4.6% | +4.5% | +0.7% |
| 6M | +15.5% | +50.4% | -34.9% | +5.4% |
| YTD | +21.8% | +38.0% | -16.2% | +11.8% |
| 1Y | +34.9% | +44.6% | -9.7% | +22.4% |
| All | +44.5% | -16.3% | +60.8% | +47.7% |
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