+24.3%
BMY vs LULU
-76.9%
+101.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.3% |
| 7D | -4.8% | -1.6% | -3.1% | -4.6% |
| 30D | -0.1% | -18.1% | +18.0% | +1.4% |
| 3M | +13.1% | -18.8% | +31.9% | +14.8% |
| 6M | +8.4% | -39.2% | +47.6% | +12.3% |
| YTD | +22.0% | -52.4% | +74.3% | +28.5% |
| 1Y | +40.3% | -40.3% | +80.6% | +45.1% |
| 3Y | +20.5% | -75.1% | +95.6% | +30.7% |
| All | +24.3% | -76.9% | +101.2% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling