+193.9%
BMY vs BB
+258.8%
-64.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.4% | -5.6% | +6.0% | +0.6% |
| 30D | +5.0% | -11.8% | +16.8% | +5.5% |
| 3M | +19.4% | -25.5% | +44.9% | +20.4% |
| 6M | +9.5% | +121.3% | -111.7% | +5.1% |
| YTD | +28.1% | +103.2% | -75.1% | +23.3% |
| 1Y | +50.0% | +102.6% | -52.6% | +44.2% |
| 3Y | +24.1% | +37.5% | -13.4% | +19.5% |
| 5Y | +25.0% | -30.4% | +55.4% | +22.5% |
| 10Y | +68.7% | 0.0% | +68.7% | +54.7% |
| All | +193.9% | +258.8% | -64.9% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling