+20.5%
BMY vs MO
+96.1%
-75.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -0.1% | +7.1% | -7.2% | -2.1% |
| 3M | +13.1% | -2.0% | +15.1% | +13.1% |
| 6M | +8.4% | +7.3% | +1.1% | +5.2% |
| YTD | +22.0% | +23.5% | -1.5% | +13.1% |
| 1Y | +40.3% | +11.0% | +29.3% | +35.2% |
| 3Y | +20.5% | +95.0% | -74.5% | -16.0% |
| All | +20.5% | +96.1% | -75.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 3y: compounded portfolio wealth divided by compounded MO 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…
3y analysis · Full analysis span regression · 6 months rolling