+60.7%
BMY vs BBY
+252.7%
-192.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.6% |
| 7D | -4.8% | +0.6% | -5.3% | -4.8% |
| 30D | -0.1% | +9.4% | -9.5% | -1.4% |
| 3M | +13.1% | +19.3% | -6.2% | +10.1% |
| 6M | +8.4% | +47.9% | -39.5% | +2.1% |
| YTD | +22.0% | +39.6% | -17.6% | +15.6% |
| 1Y | +40.3% | +22.2% | +18.1% | +35.2% |
| 3Y | +20.5% | +45.0% | -24.5% | +11.3% |
| 5Y | +23.7% | +2.6% | +21.1% | +17.8% |
| All | +60.7% | +252.7% | -192.0% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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