+1,749.1%
BMY vs BP
+1,327.5%
+421.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +0.4% | +3.9% | -3.6% | -0.5% |
| 30D | +5.0% | +7.6% | -2.6% | +3.2% |
| 3M | +19.4% | +0.7% | +18.7% | +18.9% |
| 6M | +9.5% | +15.5% | -6.0% | +5.5% |
| YTD | +28.1% | +30.8% | -2.8% | +19.7% |
| 1Y | +50.0% | +34.3% | +15.7% | +39.1% |
| 3Y | +24.1% | +35.1% | -11.0% | +13.4% |
| 5Y | +25.0% | +126.8% | -101.8% | -1.3% |
| 10Y | +68.7% | +123.4% | -54.7% | +26.4% |
| All | +1,749.1% | +1,327.5% | +421.6% | +806.5% |
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