+12.0%
BMY vs BIYA
-99.8%
+111.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | -6.4% | -1.3% | -5.1% | -6.4% |
| 30D | +0.2% | -15.9% | +16.1% | +0.2% |
| 3M | +16.0% | -81.2% | +97.2% | +16.1% |
| 6M | +8.3% | -88.2% | +96.6% | +8.4% |
| YTD | +22.2% | -94.1% | +116.3% | +22.2% |
| 1Y | +41.7% | -98.7% | +140.3% | +43.6% |
| All | +12.0% | -99.8% | +111.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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