+31.9%
BMY vs LUNR
+54.8%
-22.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | -0.4% |
| 7D | -4.8% | +0.5% | -5.3% | -4.8% |
| 30D | -0.7% | -5.3% | +4.7% | -0.7% |
| 3M | +15.3% | -45.6% | +60.9% | +15.3% |
| 6M | +8.5% | -17.4% | +25.9% | +8.6% |
| YTD | +23.4% | -7.9% | +31.4% | +23.5% |
| 1Y | +42.9% | +77.6% | -34.7% | +43.0% |
| 3Y | +22.0% | +247.4% | -225.5% | +22.3% |
| All | +31.9% | +54.8% | -22.9% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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