+30.9%
BMY vs BROS
-43.5%
+74.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.7% | +1.6% |
| 7D | +2.1% | +6.3% | -4.2% | +1.9% |
| 30D | +7.0% | -8.3% | +15.3% | +7.2% |
| 3M | -0.9% | -29.8% | +28.9% | -0.2% |
| 6M | +14.9% | -25.8% | +40.8% | +15.4% |
| YTD | +22.8% | -41.4% | +64.2% | +23.8% |
| 1Y | +36.2% | -35.2% | +71.4% | +37.1% |
| 3Y | +45.7% | +32.8% | +12.9% | +43.9% |
| All | +30.9% | -43.5% | +74.3% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling