+1,661.1%
BMY vs BRO
+25,535.5%
-23,874.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -4.8% | -7.3% | +2.6% | -3.7% |
| 30D | -0.1% | -6.9% | +6.8% | +0.9% |
| 3M | +13.1% | +10.7% | +2.4% | +11.3% |
| 6M | +8.4% | -2.7% | +11.1% | +8.5% |
| YTD | +22.0% | -16.3% | +38.3% | +24.6% |
| 1Y | +40.3% | -29.1% | +69.4% | +46.7% |
| 3Y | +20.5% | -7.8% | +28.4% | +20.8% |
| 5Y | +23.7% | +18.7% | +5.0% | +18.6% |
| 10Y | +62.6% | +291.9% | -229.3% | +33.3% |
| All | +1,661.1% | +25,535.5% | -23,874.3% | +1,197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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