+24.3%
BMY vs BLK
+32.0%
-7.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -4.8% | -3.3% | -1.5% | -4.2% |
| 30D | -0.1% | -6.5% | +6.4% | +1.1% |
| 3M | +13.1% | +6.7% | +6.4% | +11.8% |
| 6M | +8.4% | +14.7% | -6.3% | +5.7% |
| YTD | +22.0% | +2.5% | +19.4% | +20.8% |
| 1Y | +40.3% | -2.8% | +43.1% | +40.0% |
| 3Y | +20.5% | +65.9% | -45.3% | +9.6% |
| All | +24.3% | +32.0% | -7.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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