+1,642.5%
BMY vs BN
+15,786.9%
-14,144.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +10.0% | +13.6% | -3.6% | +7.2% |
| 3M | -1.2% | -6.7% | +5.5% | +0.1% |
| 6M | +12.8% | -9.0% | +21.8% | +14.6% |
| YTD | +20.7% | -8.8% | +29.5% | +22.1% |
| 1Y | +32.6% | -10.6% | +43.2% | +34.6% |
| 3Y | +41.8% | +98.8% | -56.9% | +21.0% |
| 5Y | +29.0% | +33.6% | -4.6% | +16.6% |
| 10Y | +57.8% | +298.3% | -240.5% | +11.6% |
| All | +1,642.5% | +15,786.9% | -14,144.5% | +855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling