+45.6%
BMY vs BOXX
+4.1%
+41.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +6.0% | +0.1% | +5.9% | +6.1% |
| 30D | +9.1% | +0.4% | +8.8% | +9.4% |
| 3M | -2.6% | +1.0% | -3.6% | -2.7% |
| 6M | +13.1% | +2.0% | +11.2% | +12.4% |
| YTD | +23.0% | +3.3% | +19.7% | +26.5% |
| 1Y | +45.6% | +4.1% | +41.5% | +60.7% |
| All | +45.6% | +4.1% | +41.5% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling