+1,673.5%
BMY vs BAX
+899.7%
+773.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | -0.9% | -4.5% | +3.7% | +0.1% |
| 6M | +14.9% | +49.2% | -34.3% | -0.7% |
| YTD | +22.8% | +35.2% | -12.4% | +8.0% |
| 1Y | +36.2% | +38.3% | -2.0% | +18.7% |
| 3Y | +45.7% | -19.0% | +64.7% | +46.5% |
| 5Y | +31.3% | -64.2% | +95.4% | +71.1% |
| 10Y | +60.6% | -35.7% | +96.3% | +63.2% |
| All | +1,673.5% | +899.7% | +773.8% | +462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling