+25.2%
BMY vs BEN
+38.1%
-12.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -4.8% | +3.4% | -8.2% | -5.3% |
| 30D | -0.7% | +1.8% | -2.5% | -0.9% |
| 3M | +15.3% | +8.4% | +7.0% | +13.9% |
| 6M | +8.5% | +35.6% | -27.1% | +3.7% |
| YTD | +23.4% | +46.4% | -22.9% | +16.6% |
| 1Y | +42.9% | +46.3% | -3.4% | +34.9% |
| 3Y | +22.0% | +54.6% | -32.7% | +13.0% |
| All | +25.2% | +38.1% | -12.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling