+61.0%
BMY vs BP
+137.6%
-76.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -6.4% | +5.7% | -12.1% | -7.2% |
| 30D | +0.2% | +8.1% | -7.9% | -1.1% |
| 3M | +16.0% | +8.6% | +7.3% | +14.2% |
| 6M | +8.3% | +18.1% | -9.8% | +5.0% |
| YTD | +22.2% | +37.6% | -15.4% | +15.3% |
| 1Y | +41.7% | +39.4% | +2.3% | +33.3% |
| 3Y | +20.7% | +40.1% | -19.4% | +12.3% |
| 5Y | +23.9% | +141.3% | -117.4% | +2.1% |
| All | +61.0% | +137.6% | -76.6% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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