+176.7%
BMY vs BB
+338.1%
-161.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | +0.1% |
| 7D | -2.0% | +7.3% | -9.3% | -2.3% |
| 30D | +9.3% | +11.2% | -2.0% | +8.6% |
| 3M | -0.1% | +4.7% | -4.8% | -0.5% |
| 6M | +15.5% | +51.1% | -35.7% | +12.7% |
| YTD | +21.8% | +148.0% | -126.2% | +16.1% |
| 1Y | +34.9% | +106.1% | -71.3% | +29.5% |
| 3Y | +41.7% | +158.2% | -116.5% | +32.8% |
| 5Y | +29.4% | -10.8% | +40.2% | +25.4% |
| 10Y | +57.6% | +29.3% | +28.3% | +42.8% |
| All | +176.7% | +338.1% | -161.4% | +115.4% |
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 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