+65.3%
BMY vs M
-3.0%
+68.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -3.0% |
| 7D | -3.3% | +2.4% | -5.7% | -3.5% |
| 30D | 0.0% | -11.6% | +11.6% | +0.8% |
| 3M | +17.7% | +1.6% | +16.1% | +17.5% |
| 6M | +9.6% | +25.2% | -15.6% | +7.8% |
| YTD | +24.0% | +3.8% | +20.2% | +23.3% |
| 1Y | +45.1% | +36.3% | +8.8% | +41.6% |
| 3Y | +22.5% | +116.3% | -93.8% | +14.6% |
| 5Y | +22.3% | +28.2% | -5.9% | +15.3% |
| All | +65.3% | -3.0% | +68.3% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling