+61.0%
BMY vs BB
-0.1%
+61.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.9% |
| 7D | -6.4% | -2.1% | -4.3% | -6.3% |
| 30D | +0.2% | -16.0% | +16.3% | +0.9% |
| 3M | +16.0% | -14.5% | +30.5% | +16.2% |
| 6M | +8.3% | +118.6% | -110.2% | +3.9% |
| YTD | +22.2% | +98.9% | -76.8% | +17.6% |
| 1Y | +41.7% | +99.5% | -57.8% | +36.1% |
| 3Y | +20.7% | +65.4% | -44.6% | +14.9% |
| 5Y | +23.9% | -27.6% | +51.6% | +21.1% |
| All | +61.0% | -0.1% | +61.1% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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