+22.3%
BMY vs BIL
+19.4%
+2.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -3.3% | +0.1% | -3.4% | -3.1% |
| 30D | 0.0% | +0.3% | -0.3% | +0.7% |
| 3M | +17.7% | +0.9% | +16.8% | +20.7% |
| 6M | +9.6% | +1.8% | +7.8% | +15.5% |
| YTD | +24.0% | +2.5% | +21.5% | +33.0% |
| 1Y | +45.1% | +3.7% | +41.4% | +60.9% |
| 3Y | +22.5% | +14.1% | +8.4% | +61.1% |
| 5Y | +22.3% | +19.4% | +2.9% | +45.8% |
| All | +22.3% | +19.4% | +2.9% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling