+68.5%
BMY vs LIN
+424.3%
-355.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +4.1% | +6.5% | -2.4% | +2.3% |
| 3M | -2.1% | +5.5% | -7.6% | -3.6% |
| 6M | +12.2% | +3.3% | +8.9% | +10.9% |
| YTD | +20.3% | +22.0% | -1.7% | +13.1% |
| 1Y | +39.2% | +25.7% | +13.4% | +29.6% |
| 3Y | +35.6% | +36.2% | -0.7% | +22.8% |
| 5Y | +28.6% | +66.1% | -37.5% | +8.2% |
| All | +68.5% | +424.3% | -355.7% | +9.6% |
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