+460.4%
BMY vs HBM
+654.4%
-194.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.8% | -8.9% | -3.5% |
| 7D | -3.3% | +7.4% | -10.7% | -3.8% |
| 30D | 0.0% | +5.1% | -5.1% | -0.4% |
| 3M | +17.7% | +11.1% | +6.6% | +16.6% |
| 6M | +9.6% | +30.2% | -20.6% | +6.9% |
| YTD | +24.0% | +46.2% | -22.2% | +19.7% |
| 1Y | +45.1% | +120.0% | -74.9% | +36.0% |
| 3Y | +22.5% | +527.4% | -504.9% | +4.9% |
| 5Y | +22.3% | +400.4% | -378.1% | +3.9% |
| 10Y | +62.0% | +621.5% | -559.5% | +23.7% |
| All | +460.4% | +654.4% | -194.0% | +286.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling