+34.2%
BMY vs COMP
+353.8%
-319.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.7% | -12.3% | -2.3% |
| 7D | -0.5% | +13.4% | -14.0% | -1.4% |
| 30D | +4.1% | +11.1% | -7.0% | +3.3% |
| 3M | -3.1% | -18.8% | +15.7% | -2.2% |
| 6M | +11.0% | +10.5% | +0.5% | +9.6% |
| YTD | +19.1% | -3.4% | +22.5% | +17.8% |
| 1Y | +37.8% | +19.7% | +18.1% | +34.0% |
| 3Y | +34.2% | +381.6% | -347.4% | +7.5% |
| All | +34.2% | +353.8% | -319.6% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling