+61.0%
BMY vs BN
+263.5%
-202.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -6.4% | -5.9% | -0.5% | -5.2% |
| 30D | +0.2% | -15.1% | +15.3% | +3.7% |
| 3M | +16.0% | -14.6% | +30.5% | +19.8% |
| 6M | +8.3% | -8.4% | +16.7% | +10.0% |
| YTD | +22.2% | -16.8% | +39.0% | +26.2% |
| 1Y | +41.7% | -14.4% | +56.1% | +45.1% |
| 3Y | +20.7% | +70.1% | -49.4% | +3.8% |
| 5Y | +23.9% | +33.5% | -9.6% | +10.5% |
| All | +61.0% | +263.5% | -202.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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