+192.4%
BMY vs MET
+1,300.1%
-1,107.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.5% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | +5.0% | +1.4% | +3.6% | +4.7% |
| 3M | +19.4% | +17.7% | +1.7% | +15.3% |
| 6M | +9.5% | +35.0% | -25.5% | +2.8% |
| YTD | +28.1% | +26.3% | +1.8% | +21.6% |
| 1Y | +50.0% | +22.8% | +27.2% | +43.1% |
| 3Y | +24.1% | +65.9% | -41.9% | +10.1% |
| 5Y | +25.0% | +85.4% | -60.4% | +7.0% |
| 10Y | +68.7% | +253.7% | -185.0% | +21.1% |
| All | +192.4% | +1,300.1% | -1,107.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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