+24.3%
BMY vs BR
+8.0%
+16.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.8% | -3.0% | -1.8% | -4.2% |
| 30D | -0.1% | -0.3% | +0.2% | 0.0% |
| 3M | +13.1% | +17.3% | -4.2% | +9.9% |
| 6M | +8.4% | -6.7% | +15.1% | +9.5% |
| YTD | +22.0% | -23.4% | +45.4% | +27.8% |
| 1Y | +40.3% | -32.7% | +73.0% | +50.9% |
| 3Y | +20.5% | -5.9% | +26.4% | +21.2% |
| All | +24.3% | +8.0% | +16.3% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling