+36.2%
BMY vs MOD
-6.2%
+42.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +27.9% | -26.1% | +2.7% |
| 7D | +2.1% | +40.4% | -38.3% | +3.5% |
| 30D | +7.0% | -14.0% | +21.0% | +6.6% |
| 3M | -0.9% | -33.3% | +32.5% | -1.6% |
| 6M | +14.9% | -51.4% | +66.3% | +13.3% |
| YTD | +22.8% | +1.6% | +21.2% | +26.1% |
| 1Y | +36.2% | +5.4% | +30.9% | +40.9% |
| All | +36.2% | -6.2% | +42.4% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling