+20.7%
BMY vs BHP
+72.0%
-51.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.5% |
| 7D | -6.4% | -3.7% | -2.6% | -6.0% |
| 30D | +0.2% | -0.8% | +1.1% | +0.3% |
| 3M | +16.0% | +7.6% | +8.4% | +14.9% |
| 6M | +8.3% | +20.8% | -12.5% | +5.2% |
| YTD | +22.2% | +50.8% | -28.6% | +14.9% |
| 1Y | +41.7% | +70.9% | -29.2% | +30.7% |
| All | +20.7% | +72.0% | -51.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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