+36.2%
BMY vs COMP
+7.7%
+28.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | +2.1% | 0.0% | +2.1% | +2.0% |
| 30D | +7.0% | +16.6% | -9.6% | +6.2% |
| 3M | -0.9% | -23.5% | +22.6% | -0.7% |
| 6M | +14.9% | +25.7% | -10.8% | +13.4% |
| YTD | +22.8% | -3.4% | +26.2% | +20.9% |
| 1Y | +36.2% | +7.6% | +28.7% | +33.7% |
| All | +36.2% | +7.7% | +28.5% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling