+1,647.0%
BMY vs MAS
+1,664.8%
-17.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -1.0% |
| 7D | +2.8% | +4.6% | -1.7% | +2.0% |
| 30D | +5.9% | +19.9% | -13.9% | +2.4% |
| 3M | -0.8% | +8.9% | -9.7% | -2.5% |
| 6M | +12.1% | +20.2% | -8.1% | +7.7% |
| YTD | +21.0% | +33.9% | -12.9% | +13.5% |
| 1Y | +40.4% | +34.7% | +5.8% | +31.5% |
| 3Y | +36.3% | +60.4% | -24.1% | +22.3% |
| 5Y | +29.3% | +43.5% | -14.2% | +16.2% |
| 10Y | +74.8% | +226.7% | -151.9% | +31.7% |
| All | +1,647.0% | +1,664.8% | -17.7% | +731.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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