+26.0%
BMY vs BROS
+35.1%
-9.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.2% |
| 7D | -4.8% | -5.8% | +1.0% | -4.7% |
| 30D | -0.1% | -14.0% | +13.9% | +0.1% |
| 3M | +13.1% | -32.5% | +45.6% | +13.7% |
| 6M | +8.4% | -14.9% | +23.3% | +8.5% |
| YTD | +22.0% | -28.3% | +50.3% | +22.4% |
| 1Y | +40.3% | -34.0% | +74.3% | +40.8% |
| 3Y | +20.5% | +63.0% | -42.4% | +19.1% |
| All | +26.0% | +35.1% | -9.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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