+526.6%
BMY vs BTG
+385.9%
+140.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -4.8% | +2.4% | -7.2% | -4.8% |
| 30D | -0.7% | +9.5% | -10.1% | -0.9% |
| 3M | +15.3% | +38.5% | -23.2% | +14.5% |
| 6M | +8.5% | +5.6% | +2.9% | +8.2% |
| YTD | +23.4% | +23.9% | -0.5% | +22.6% |
| 1Y | +42.9% | +32.1% | +10.8% | +41.7% |
| 3Y | +22.0% | +103.2% | -81.2% | +19.6% |
| 5Y | +24.3% | +79.7% | -55.4% | +21.9% |
| 10Y | +64.6% | +159.1% | -94.5% | +59.7% |
| All | +526.6% | +385.9% | +140.8% | +512.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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