+60.1%
BMY vs BB
+21.8%
+38.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.9% |
| 7D | +2.1% | +1.8% | +0.2% | +2.0% |
| 30D | +7.0% | +8.1% | -1.1% | +6.5% |
| 3M | -0.9% | -1.0% | +0.1% | -1.1% |
| 6M | +14.9% | +45.9% | -31.0% | +12.3% |
| YTD | +22.8% | +134.8% | -112.0% | +17.3% |
| 1Y | +36.2% | +104.6% | -68.4% | +30.8% |
| 3Y | +45.7% | +152.8% | -107.2% | +36.2% |
| 5Y | +31.3% | -17.4% | +48.7% | +27.6% |
| All | +60.1% | +21.8% | +38.3% | +41.4% |
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