+31.3%
BMY vs COMP
-47.7%
+78.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | +5.0% | -13.3% | +18.3% | +5.4% |
| 3M | +19.4% | +41.1% | -21.7% | +18.0% |
| 6M | +9.5% | +17.2% | -7.6% | +8.6% |
| YTD | +28.1% | +5.2% | +22.9% | +27.2% |
| 1Y | +50.0% | +18.9% | +31.1% | +48.3% |
| 3Y | +24.1% | +215.9% | -191.8% | +18.5% |
| 5Y | +25.0% | -31.2% | +56.2% | +18.0% |
| All | +31.3% | -47.7% | +78.9% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling