+22.0%
BMY vs LOW
-9.4%
+31.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -0.7% | -9.3% | +8.6% | +2.2% |
| 3M | +15.3% | -8.1% | +23.4% | +17.8% |
| 6M | +8.5% | -19.8% | +28.3% | +15.4% |
| YTD | +23.4% | -16.4% | +39.8% | +29.1% |
| 1Y | +42.9% | -24.7% | +67.6% | +54.6% |
| All | +22.0% | -9.4% | +31.4% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling