+32.3%
BMY vs BROS
+43.3%
-11.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +0.4% | -6.7% | +7.0% | +0.5% |
| 30D | +5.0% | -29.1% | +34.1% | +5.5% |
| 3M | +19.4% | -16.7% | +36.1% | +19.6% |
| 6M | +9.5% | -11.6% | +21.1% | +9.6% |
| YTD | +28.1% | -23.9% | +52.0% | +28.4% |
| 1Y | +50.0% | -34.8% | +84.8% | +50.5% |
| 3Y | +24.1% | +62.1% | -38.0% | +22.6% |
| All | +32.3% | +43.3% | -11.1% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling