+30.9%
BMY vs MDY
+34.6%
-3.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.1% | +2.3% | -0.2% | +1.4% |
| 30D | +7.0% | +2.0% | +5.0% | +6.4% |
| 3M | -0.9% | -5.6% | +4.8% | +0.7% |
| 6M | +14.9% | +1.3% | +13.6% | +14.3% |
| YTD | +22.8% | +12.3% | +10.5% | +18.6% |
| 1Y | +36.2% | +15.8% | +20.5% | +30.4% |
| 3Y | +45.7% | +56.5% | -10.8% | +29.3% |
| All | +30.9% | +34.6% | -3.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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