+24.3%
BMY vs LYB
-4.6%
+28.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | -4.8% | +0.3% | -5.0% | -4.8% |
| 30D | -0.1% | +2.5% | -2.6% | -0.4% |
| 3M | +13.1% | +1.4% | +11.7% | +12.8% |
| 6M | +8.4% | -3.5% | +11.9% | +7.7% |
| YTD | +22.0% | +52.0% | -30.0% | +13.4% |
| 1Y | +40.3% | +22.1% | +18.2% | +34.6% |
| 3Y | +20.5% | -22.8% | +43.3% | +21.6% |
| All | +24.3% | -4.6% | +28.9% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling