+24.9%
BMY vs COMP
-51.7%
+76.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.1% |
| 7D | -2.0% | +2.2% | -4.2% | -2.1% |
| 30D | +9.3% | +16.3% | -7.1% | +8.7% |
| 3M | -0.1% | -19.1% | +19.1% | +0.4% |
| 6M | +15.5% | +17.1% | -1.7% | +14.6% |
| YTD | +21.8% | -2.9% | +24.8% | +21.1% |
| 1Y | +34.9% | +8.8% | +26.1% | +33.6% |
| 3Y | +43.2% | +423.5% | -380.3% | +36.4% |
| 5Y | +30.7% | -10.5% | +41.2% | +24.5% |
| All | +24.9% | -51.7% | +76.6% | +17.6% |
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