+24.3%
BMY vs BG
+81.8%
-57.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | 0.0% |
| 7D | -4.8% | +3.1% | -7.9% | -5.0% |
| 30D | -0.1% | +10.2% | -10.3% | -1.0% |
| 3M | +13.1% | -1.7% | +14.8% | +13.1% |
| 6M | +8.4% | +1.0% | +7.4% | +8.0% |
| YTD | +22.0% | +39.9% | -17.9% | +17.5% |
| 1Y | +40.3% | +53.2% | -12.9% | +33.7% |
| 3Y | +20.5% | +16.3% | +4.3% | +17.2% |
| All | +24.3% | +81.8% | -57.5% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling