+60.1%
BMY vs LIN
+424.2%
-364.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +2.1% | +2.1% | 0.0% | +1.5% |
| 30D | +7.0% | +6.8% | +0.2% | +5.1% |
| 3M | -0.9% | +10.4% | -11.2% | -3.6% |
| 6M | +14.9% | +3.2% | +11.8% | +13.7% |
| YTD | +22.8% | +24.6% | -1.8% | +14.8% |
| 1Y | +36.2% | +24.4% | +11.8% | +27.3% |
| 3Y | +45.7% | +36.7% | +8.9% | +31.9% |
| 5Y | +31.3% | +67.0% | -35.7% | +10.4% |
| All | +60.1% | +424.2% | -364.1% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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