+1,682.5%
BMY vs HON
+5,566.3%
-3,883.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -4.8% | -0.6% | -4.3% | -4.7% |
| 30D | -0.7% | -15.4% | +14.7% | +3.8% |
| 3M | +15.3% | -9.1% | +24.5% | +17.8% |
| 6M | +8.5% | -17.1% | +25.6% | +13.4% |
| YTD | +23.4% | +1.5% | +21.9% | +22.0% |
| 1Y | +42.9% | -1.3% | +44.2% | +42.1% |
| 3Y | +22.0% | +19.5% | +2.4% | +14.4% |
| 5Y | +24.3% | +3.1% | +21.3% | +20.2% |
| 10Y | +64.6% | +138.4% | -73.8% | +25.5% |
| All | +1,682.5% | +5,566.3% | -3,883.9% | +508.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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