+30.1%
BMY vs COMP
-18.6%
+48.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +1.3% |
| 7D | +1.8% | +7.2% | -5.4% | +1.5% |
| 30D | +6.2% | +6.4% | -0.2% | +5.9% |
| 3M | -2.1% | -19.4% | +17.3% | -1.6% |
| 6M | +14.3% | +14.6% | -0.3% | +13.4% |
| YTD | +21.6% | -5.5% | +27.1% | +21.0% |
| 1Y | +38.8% | +13.7% | +25.1% | +37.2% |
| 3Y | +42.9% | +409.7% | -366.8% | +35.4% |
| 5Y | +30.1% | -17.0% | +47.1% | +24.8% |
| All | +30.1% | -18.6% | +48.7% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling