+64.6%
BMY vs BIL
+25.2%
+39.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | +0.1% | -4.9% | -4.6% |
| 30D | -0.7% | +0.3% | -0.9% | +0.1% |
| 3M | +15.3% | +0.9% | +14.4% | +18.1% |
| 6M | +8.5% | +1.8% | +6.7% | +14.1% |
| YTD | +23.4% | +2.5% | +21.0% | +32.1% |
| 1Y | +42.9% | +3.7% | +39.2% | +58.4% |
| 3Y | +22.0% | +14.1% | +7.9% | +73.3% |
| 5Y | +24.3% | +19.4% | +4.9% | +91.0% |
| 10Y | +64.6% | +25.2% | +39.4% | +222.6% |
| All | +64.6% | +25.2% | +39.4% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling