+26.2%
BMY vs JOBY
-41.1%
+67.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | -0.3% |
| 7D | -4.8% | -5.9% | +1.1% | -4.7% |
| 30D | -0.7% | -27.1% | +26.5% | +0.1% |
| 3M | +15.3% | -30.7% | +46.1% | +16.2% |
| 6M | +8.5% | -36.1% | +44.6% | +9.4% |
| YTD | +23.4% | -51.4% | +74.8% | +25.2% |
| 1Y | +42.9% | -52.2% | +95.1% | +44.6% |
| 3Y | +22.0% | -12.1% | +34.0% | +19.2% |
| 5Y | +24.3% | -31.1% | +55.4% | +21.1% |
| All | +26.2% | -41.1% | +67.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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