+35.6%
BMY vs M
+100.8%
-65.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.1% |
| 7D | -0.5% | -4.3% | +3.7% | -0.1% |
| 30D | +4.1% | +1.3% | +2.8% | +3.9% |
| 3M | -2.1% | -7.4% | +5.2% | -1.5% |
| 6M | +12.2% | +18.3% | -6.1% | +10.1% |
| YTD | +20.3% | +7.6% | +12.8% | +18.8% |
| 1Y | +39.2% | +17.4% | +21.8% | +36.1% |
| 3Y | +35.6% | +108.4% | -72.8% | +22.7% |
| All | +35.6% | +100.8% | -65.2% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling