+22.0%
BMY vs LEN
-26.2%
+48.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.8% | -3.4% | -1.4% | -4.2% |
| 30D | -0.7% | -5.7% | +5.0% | +0.4% |
| 3M | +15.3% | -12.2% | +27.6% | +17.7% |
| 6M | +8.5% | -18.3% | +26.8% | +12.1% |
| YTD | +23.4% | -20.2% | +43.6% | +27.4% |
| 1Y | +42.9% | -40.1% | +83.0% | +56.1% |
| All | +22.0% | -26.2% | +48.2% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling