+28.6%
BMY vs MOD
+748.9%
-720.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -1.5% |
| 7D | -0.5% | -25.5% | +25.0% | -0.8% |
| 30D | +4.1% | -49.0% | +53.1% | +3.7% |
| 3M | -2.1% | -49.8% | +47.7% | -2.5% |
| 6M | +12.2% | -64.8% | +77.0% | +11.8% |
| YTD | +20.3% | -27.6% | +48.0% | +19.7% |
| 1Y | +39.2% | -35.2% | +74.4% | +38.4% |
| 3Y | +35.6% | +137.1% | -101.6% | +30.2% |
| All | +28.6% | +748.9% | -720.3% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling