+180.4%
BMY vs MET
+1,381.0%
-1,200.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +2.1% | +4.5% | -2.4% | +1.1% |
| 30D | +7.0% | +3.5% | +3.5% | +6.2% |
| 3M | -0.9% | +5.9% | -6.8% | -2.2% |
| 6M | +14.9% | +33.1% | -18.1% | +8.1% |
| YTD | +22.8% | +33.6% | -10.7% | +15.1% |
| 1Y | +36.2% | +32.7% | +3.6% | +27.9% |
| 3Y | +45.7% | +85.0% | -39.4% | +26.4% |
| 5Y | +31.3% | +85.6% | -54.3% | +12.4% |
| 10Y | +60.6% | +198.8% | -138.3% | +19.1% |
| All | +180.4% | +1,381.0% | -1,200.5% | +15.8% |
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