+23.9%
BMY vs BIDU
-45.6%
+69.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -1.0% |
| 7D | -6.4% | -5.2% | -1.2% | -6.3% |
| 30D | +0.2% | -14.5% | +14.7% | +0.5% |
| 3M | +16.0% | -22.9% | +38.8% | +16.5% |
| 6M | +8.3% | -27.8% | +36.1% | +8.8% |
| YTD | +22.2% | -30.7% | +52.8% | +22.8% |
| 1Y | +41.7% | -15.8% | +57.5% | +41.6% |
| 3Y | +20.7% | -33.2% | +53.9% | +20.3% |
| 5Y | +23.9% | -44.8% | +68.7% | +23.3% |
| All | +23.9% | -45.6% | +69.5% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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