+60.7%
BMY vs MKTX
+5.0%
+55.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -0.1% | +0.7% | -0.8% | -0.2% |
| 3M | +13.1% | +40.8% | -27.7% | +7.9% |
| 6M | +8.4% | -8.0% | +16.4% | +8.9% |
| YTD | +22.0% | -8.7% | +30.7% | +22.6% |
| 1Y | +40.3% | -11.8% | +52.1% | +41.5% |
| 3Y | +20.5% | -24.0% | +44.6% | +22.3% |
| 5Y | +23.7% | -60.3% | +84.0% | +35.6% |
| All | +60.7% | +5.0% | +55.7% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling