+1,036.2%
BMY vs M
+442.1%
+594.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | -1.0% |
| 7D | -1.4% | +2.5% | -3.9% | -1.8% |
| 30D | +5.1% | +10.1% | -4.9% | +3.8% |
| 3M | -3.0% | -0.9% | -2.1% | -3.1% |
| 6M | +13.1% | +30.2% | -17.1% | +8.9% |
| YTD | +20.3% | +16.3% | +4.0% | +17.1% |
| 1Y | +39.0% | +27.0% | +12.0% | +33.6% |
| 3Y | +42.0% | +154.5% | -112.5% | +21.3% |
| 5Y | +28.5% | -1.1% | +29.6% | +18.7% |
| 10Y | +57.5% | +0.5% | +57.0% | +28.8% |
| All | +1,036.2% | +442.1% | +594.2% | +498.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling