+1,331.1%
BMY vs LIN
+10,749.5%
-9,418.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +2.8% | +3.6% | -0.8% | +2.0% |
| 30D | +5.9% | +6.4% | -0.4% | +4.3% |
| 3M | -0.8% | +6.5% | -7.3% | -2.3% |
| 6M | +12.1% | +4.9% | +7.2% | +10.6% |
| YTD | +21.0% | +23.4% | -2.5% | +14.4% |
| 1Y | +40.4% | +26.3% | +14.1% | +32.0% |
| 3Y | +36.3% | +38.0% | -1.7% | +24.9% |
| 5Y | +29.3% | +68.0% | -38.7% | +11.3% |
| 10Y | +74.8% | +437.1% | -362.3% | +11.2% |
| All | +1,331.1% | +10,749.5% | -9,418.4% | +499.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling