+50.0%
BMY vs LOW
-20.7%
+70.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.2% |
| 7D | +0.4% | -1.7% | +2.1% | +0.8% |
| 30D | +5.0% | -7.0% | +12.1% | +6.8% |
| 3M | +19.4% | -0.9% | +20.3% | +19.1% |
| 6M | +9.5% | -20.1% | +29.6% | +14.6% |
| YTD | +28.1% | -13.9% | +42.0% | +32.6% |
| 1Y | +50.0% | -21.1% | +71.1% | +56.8% |
| All | +50.0% | -20.7% | +70.7% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling