+20.5%
BMY vs HUM
-9.4%
+29.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.3% |
| 7D | -4.8% | +2.1% | -6.8% | -4.8% |
| 30D | -0.1% | +5.4% | -5.5% | -0.3% |
| 3M | +13.1% | +11.4% | +1.7% | +12.5% |
| 6M | +8.4% | +141.5% | -133.1% | +3.9% |
| YTD | +22.0% | +61.2% | -39.2% | +18.9% |
| 1Y | +40.3% | +49.2% | -8.9% | +36.9% |
| 3Y | +20.5% | -9.0% | +29.6% | +25.0% |
| All | +20.5% | -9.4% | +29.9% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 3y: compounded portfolio wealth divided by compounded HUM 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…
3y analysis · Full analysis span regression · 6 months rolling