+828.6%
BMY vs HIG
+980.5%
-151.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.9% |
| 7D | -3.3% | -1.1% | -2.3% | -3.2% |
| 30D | 0.0% | -4.9% | +4.9% | +0.6% |
| 3M | +17.7% | +6.8% | +10.9% | +16.7% |
| 6M | +9.6% | -1.7% | +11.3% | +9.8% |
| YTD | +24.0% | -0.2% | +24.2% | +23.9% |
| 1Y | +45.1% | +5.7% | +39.4% | +43.9% |
| 3Y | +22.5% | +100.3% | -77.8% | +11.3% |
| 5Y | +22.3% | +118.5% | -96.2% | +9.3% |
| 10Y | +62.0% | +309.7% | -247.8% | +29.9% |
| All | +828.6% | +980.5% | -151.9% | +300.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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