+358.6%
BMY vs LULU
+697.8%
-339.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | -0.1% |
| 7D | -4.8% | -16.9% | +12.1% | -3.1% |
| 30D | -0.7% | -22.0% | +21.3% | +1.8% |
| 3M | +15.3% | -17.8% | +33.2% | +17.4% |
| 6M | +8.5% | -41.3% | +49.8% | +14.2% |
| YTD | +23.4% | -52.0% | +75.5% | +32.5% |
| 1Y | +42.9% | -39.8% | +82.7% | +49.4% |
| 3Y | +22.0% | -74.8% | +96.8% | +37.2% |
| 5Y | +24.3% | -76.3% | +100.6% | +38.3% |
| 10Y | +64.6% | +53.9% | +10.7% | +44.2% |
| All | +358.6% | +697.8% | -339.1% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling