+4.4%
BMY vs BOXX
+18.5%
-14.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | -4.8% | +0.1% | -4.8% | -4.7% |
| 30D | -0.1% | +0.3% | -0.4% | +0.2% |
| 3M | +13.1% | +1.0% | +12.1% | +14.3% |
| 6M | +8.4% | +1.9% | +6.5% | +10.8% |
| YTD | +22.0% | +2.7% | +19.3% | +26.0% |
| 1Y | +40.3% | +4.0% | +36.3% | +47.3% |
| 3Y | +20.5% | +14.7% | +5.9% | +17.9% |
| All | +4.4% | +18.5% | -14.1% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling