+24.3%
BMY vs BAX
-67.6%
+91.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | -4.8% | -5.1% | +0.3% | -3.8% |
| 30D | -0.7% | -12.2% | +11.5% | +1.9% |
| 3M | +15.3% | +21.8% | -6.5% | +10.7% |
| 6M | +8.5% | +36.3% | -27.8% | +1.8% |
| YTD | +23.4% | +27.8% | -4.4% | +16.3% |
| 1Y | +42.9% | -0.1% | +43.0% | +40.6% |
| 3Y | +22.0% | -33.3% | +55.3% | +27.9% |
| 5Y | +24.3% | -67.1% | +91.4% | +47.7% |
| All | +24.3% | -67.6% | +91.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling