+42.9%
BMY vs BP
+47.4%
-4.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.8% | -6.3% | +8.1% | +2.2% |
| 30D | +6.2% | -3.6% | +9.8% | +6.3% |
| 3M | -2.1% | +5.2% | -7.4% | -2.9% |
| 6M | +14.3% | +5.3% | +8.9% | +13.0% |
| YTD | +21.6% | +33.1% | -11.5% | +16.8% |
| 1Y | +38.8% | +26.3% | +12.5% | +34.3% |
| 3Y | +42.9% | +47.5% | -4.6% | +31.2% |
| All | +42.9% | +47.4% | -4.5% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling