+518.4%
BMY vs LYV
+1,446.8%
-928.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -1.9% | -2.8% | -4.5% |
| 30D | -0.1% | -8.2% | +8.1% | +1.1% |
| 3M | +13.1% | -1.3% | +14.4% | +13.2% |
| 6M | +8.4% | +2.6% | +5.8% | +7.8% |
| YTD | +22.0% | +19.4% | +2.6% | +18.6% |
| 1Y | +40.3% | -2.2% | +42.5% | +39.9% |
| 3Y | +20.5% | +106.0% | -85.5% | +7.4% |
| 5Y | +23.7% | +97.7% | -73.9% | +7.9% |
| 10Y | +62.6% | +560.5% | -497.9% | +12.3% |
| All | +518.4% | +1,446.8% | -928.4% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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