+160.3%
BMY vs BLK
+12,905.6%
-12,745.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | -4.8% | -2.7% | -2.1% | -4.2% |
| 30D | -0.7% | -4.8% | +4.1% | +0.4% |
| 3M | +15.3% | +6.5% | +8.8% | +13.5% |
| 6M | +8.5% | +13.1% | -4.6% | +5.1% |
| YTD | +23.4% | +1.8% | +21.6% | +22.1% |
| 1Y | +42.9% | -1.0% | +43.9% | +42.0% |
| 3Y | +22.0% | +66.0% | -44.0% | +6.5% |
| 5Y | +24.3% | +31.2% | -6.9% | +12.4% |
| 10Y | +64.6% | +278.5% | -213.9% | +13.1% |
| All | +160.3% | +12,905.6% | -12,745.2% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling