+60.7%
BMY vs LULU
+53.6%
+7.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.4% |
| 7D | -4.8% | -1.6% | -3.1% | -4.6% |
| 30D | -0.1% | -18.1% | +18.0% | +1.8% |
| 3M | +13.1% | -18.8% | +31.9% | +15.3% |
| 6M | +8.4% | -39.2% | +47.6% | +13.6% |
| YTD | +22.0% | -52.4% | +74.3% | +31.0% |
| 1Y | +40.3% | -40.3% | +80.6% | +46.8% |
| 3Y | +20.5% | -75.1% | +95.6% | +35.7% |
| 5Y | +23.7% | -76.7% | +100.5% | +38.2% |
| All | +60.7% | +53.6% | +7.1% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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