+24.3%
BMY vs BN
+33.2%
-8.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | -4.8% | -3.0% | -1.8% | -4.4% |
| 30D | -0.7% | -13.0% | +12.3% | +1.2% |
| 3M | +15.3% | -15.2% | +30.6% | +17.8% |
| 6M | +8.5% | -5.9% | +14.5% | +9.2% |
| YTD | +23.4% | -15.8% | +39.2% | +25.7% |
| 1Y | +42.9% | -12.2% | +55.1% | +44.5% |
| 3Y | +22.0% | +72.2% | -50.2% | +13.0% |
| 5Y | +24.3% | +33.2% | -8.9% | +16.0% |
| All | +24.3% | +33.2% | -8.8% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling