+22.5%
BMY vs MDT
+28.1%
-5.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.4% |
| 7D | -3.3% | +0.4% | -3.7% | -3.5% |
| 30D | 0.0% | +6.0% | -6.0% | -2.5% |
| 3M | +17.7% | +15.5% | +2.2% | +10.7% |
| 6M | +9.6% | +3.4% | +6.2% | +7.6% |
| YTD | +24.0% | -2.2% | +26.1% | +24.2% |
| 1Y | +45.1% | +2.6% | +42.5% | +42.4% |
| 3Y | +22.5% | +27.5% | -5.0% | +5.5% |
| All | +22.5% | +28.1% | -5.7% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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