+20.7%
BMY vs BG
+20.1%
+0.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -6.4% | +3.7% | -10.1% | -6.7% |
| 30D | +0.2% | +12.3% | -12.1% | -0.9% |
| 3M | +16.0% | -2.2% | +18.2% | +16.1% |
| 6M | +8.3% | +5.3% | +3.0% | +7.4% |
| YTD | +22.2% | +42.4% | -20.2% | +16.7% |
| 1Y | +41.7% | +55.2% | -13.5% | +33.4% |
| All | +20.7% | +20.1% | +0.7% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling