+25.9%
BMY vs COMP
-52.0%
+77.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +7.0% | +16.6% | -9.6% | +6.4% |
| 3M | -0.9% | -23.5% | +22.6% | -0.2% |
| 6M | +14.9% | +25.7% | -10.8% | +13.8% |
| YTD | +22.8% | -3.4% | +26.2% | +22.2% |
| 1Y | +36.2% | +7.6% | +28.7% | +35.0% |
| 3Y | +45.7% | +423.6% | -377.9% | +38.8% |
| 5Y | +31.3% | -10.6% | +41.9% | +25.0% |
| All | +25.9% | -52.0% | +77.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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