+61.0%
BMY vs LEN
+103.6%
-42.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.5% |
| 7D | -6.4% | -7.8% | +1.4% | -5.3% |
| 30D | +0.2% | -11.0% | +11.2% | +1.8% |
| 3M | +16.0% | -12.8% | +28.7% | +17.9% |
| 6M | +8.3% | -20.2% | +28.5% | +11.3% |
| YTD | +22.2% | -23.0% | +45.2% | +25.9% |
| 1Y | +41.7% | -41.8% | +83.5% | +51.5% |
| 3Y | +20.7% | -28.8% | +49.5% | +24.4% |
| 5Y | +23.9% | -12.6% | +36.5% | +22.3% |
| All | +61.0% | +103.6% | -42.6% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling