+60.7%
BMY vs BR
+189.7%
-129.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.8% | -3.0% | -1.8% | -4.0% |
| 30D | -0.1% | -0.3% | +0.2% | 0.0% |
| 3M | +13.1% | +17.3% | -4.2% | +8.1% |
| 6M | +8.4% | -6.7% | +15.1% | +9.9% |
| YTD | +22.0% | -23.4% | +45.4% | +30.4% |
| 1Y | +40.3% | -32.7% | +73.0% | +55.7% |
| 3Y | +20.5% | -5.9% | +26.4% | +20.0% |
| 5Y | +23.7% | +8.4% | +15.3% | +16.0% |
| All | +60.7% | +189.7% | -129.0% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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