+361.2%
BMY vs LYB
+631.6%
-270.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -6.4% | -0.7% | -5.7% | -6.3% |
| 30D | +0.2% | +1.5% | -1.3% | -0.1% |
| 3M | +16.0% | -0.3% | +16.2% | +15.7% |
| 6M | +8.3% | +0.1% | +8.3% | +7.0% |
| YTD | +22.2% | +53.4% | -31.3% | +11.6% |
| 1Y | +41.7% | +25.6% | +16.0% | +33.4% |
| 3Y | +20.7% | -21.3% | +42.0% | +22.1% |
| 5Y | +23.9% | -2.4% | +26.4% | +18.8% |
| 10Y | +62.9% | +48.8% | +14.1% | +35.3% |
| All | +361.2% | +631.6% | -270.3% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling