+30.2%
BMY vs MDT
-0.6%
+30.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.0% | -3.2% | +1.2% | -0.9% |
| 30D | +9.3% | +10.5% | -1.3% | +5.7% |
| 3M | -0.1% | +13.0% | -13.0% | -4.2% |
| 6M | +15.5% | +38.7% | -23.2% | +3.4% |
| YTD | +21.8% | +8.5% | +13.3% | +17.7% |
| 1Y | +34.9% | +10.0% | +24.8% | +29.7% |
| 3Y | +43.2% | +58.6% | -15.4% | +23.7% |
| All | +30.2% | -0.6% | +30.8% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling