+20.7%
BMY vs BR
-5.0%
+25.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -6.4% | -6.0% | -0.4% | -5.2% |
| 30D | +0.2% | -0.9% | +1.1% | +0.4% |
| 3M | +16.0% | +16.4% | -0.4% | +12.7% |
| 6M | +8.3% | -8.2% | +16.5% | +10.1% |
| YTD | +22.2% | -23.2% | +45.4% | +29.5% |
| 1Y | +41.7% | -30.9% | +72.6% | +54.7% |
| All | +20.7% | -5.0% | +25.8% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling