+40.3%
BMY vs LOW
-25.0%
+65.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.8% | -3.7% | -1.0% | -3.9% |
| 30D | -0.1% | -8.9% | +8.8% | +2.2% |
| 3M | +13.1% | -10.4% | +23.5% | +16.0% |
| 6M | +8.4% | -19.4% | +27.8% | +13.8% |
| YTD | +22.0% | -17.1% | +39.1% | +27.5% |
| 1Y | +40.3% | -26.3% | +66.6% | +40.5% |
| All | +40.3% | -25.0% | +65.3% | +40.5% |
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