+1,749.1%
BMY vs BHP
+7,909.4%
-6,160.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | +0.4% | -2.9% | +3.3% | +0.9% |
| 30D | +5.0% | +3.4% | +1.6% | +4.3% |
| 3M | +19.4% | +4.1% | +15.3% | +18.1% |
| 6M | +9.5% | +20.6% | -11.1% | +5.1% |
| YTD | +28.1% | +56.1% | -28.0% | +16.9% |
| 1Y | +50.0% | +69.6% | -19.6% | +34.6% |
| 3Y | +24.1% | +78.8% | -54.7% | +9.0% |
| 5Y | +25.0% | +113.1% | -88.1% | +3.8% |
| 10Y | +68.7% | +505.9% | -437.2% | +11.2% |
| All | +1,749.1% | +7,909.4% | -6,160.2% | +604.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling