+1,664.2%
BMY vs BKR
+528.0%
+1,136.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.6% | -0.1% |
| 7D | -6.4% | -6.7% | +0.3% | -5.5% |
| 30D | +0.2% | -8.3% | +8.6% | +1.4% |
| 3M | +16.0% | -5.4% | +21.4% | +16.6% |
| 6M | +8.3% | +0.8% | +7.5% | +7.7% |
| YTD | +22.2% | +31.8% | -9.7% | +16.9% |
| 1Y | +41.7% | +28.6% | +13.1% | +35.8% |
| 3Y | +20.7% | +71.2% | -50.5% | +10.0% |
| 5Y | +23.9% | +179.2% | -155.3% | +3.3% |
| 10Y | +62.9% | +124.0% | -61.0% | +31.9% |
| All | +1,664.2% | +528.0% | +1,136.2% | +929.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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