+12.8%
BMY vs BP
+5.9%
+6.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -0.9% |
| 7D | -1.3% | +2.5% | -3.8% | -1.2% |
| 30D | +10.0% | -5.6% | +15.6% | +9.7% |
| 3M | -1.2% | +8.0% | -9.2% | -2.4% |
| 6M | +12.8% | +5.7% | +7.1% | +7.1% |
| All | +12.8% | +5.9% | +6.9% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling