+60.7%
BMY vs BG
+166.7%
-106.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.1% |
| 7D | -4.8% | +3.1% | -7.9% | -5.2% |
| 30D | -0.1% | +10.2% | -10.3% | -1.5% |
| 3M | +13.1% | -1.7% | +14.8% | +13.1% |
| 6M | +8.4% | +1.0% | +7.4% | +7.8% |
| YTD | +22.0% | +39.9% | -17.9% | +15.4% |
| 1Y | +40.3% | +53.2% | -12.9% | +30.7% |
| 3Y | +20.5% | +16.3% | +4.3% | +16.1% |
| 5Y | +23.7% | +83.9% | -60.1% | +8.6% |
| All | +60.7% | +166.7% | -106.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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