+1,036.2%
BMY vs M
+401.4%
+634.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.0% |
| 7D | -0.5% | -4.3% | +3.7% | 0.0% |
| 30D | +4.1% | +1.3% | +2.8% | +3.9% |
| 3M | -2.1% | -7.4% | +5.2% | -1.3% |
| 6M | +12.2% | +18.3% | -6.1% | +9.4% |
| YTD | +20.3% | +7.6% | +12.8% | +18.3% |
| 1Y | +39.2% | +17.4% | +21.8% | +35.2% |
| 3Y | +35.6% | +108.4% | -72.8% | +18.8% |
| 5Y | +28.6% | -10.6% | +39.2% | +20.3% |
| 10Y | +73.9% | -3.2% | +77.0% | +42.6% |
| All | +1,036.2% | +401.4% | +634.8% | +504.9% |
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