+1,642.5%
BMY vs BP
+1,393.0%
+249.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.2% |
| 7D | -1.3% | +2.5% | -3.8% | -1.8% |
| 30D | +10.0% | -5.6% | +15.6% | +11.1% |
| 3M | -1.2% | +8.0% | -9.2% | -3.2% |
| 6M | +12.8% | +5.7% | +7.1% | +10.7% |
| YTD | +20.7% | +36.8% | -16.2% | +11.3% |
| 1Y | +32.6% | +30.7% | +1.9% | +23.4% |
| 3Y | +41.8% | +51.6% | -9.8% | +26.1% |
| 5Y | +29.0% | +112.2% | -83.2% | +3.4% |
| 10Y | +57.8% | +138.6% | -80.8% | +16.2% |
| All | +1,642.5% | +1,393.0% | +249.5% | +743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling