+40.3%
BMY vs LYB
+24.5%
+15.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.2% |
| 7D | -4.8% | +0.3% | -5.0% | -4.7% |
| 30D | -0.1% | +2.5% | -2.6% | +0.1% |
| 3M | +13.1% | +1.4% | +11.7% | +13.1% |
| 6M | +8.4% | -3.5% | +11.9% | +7.7% |
| YTD | +22.0% | +52.0% | -30.0% | +23.2% |
| 1Y | +40.3% | +22.1% | +18.2% | +37.5% |
| All | +40.3% | +24.5% | +15.7% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling