+1,749.1%
BMY vs MOD
+3,565.2%
-1,816.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.2% |
| 7D | +0.4% | +9.6% | -9.2% | -0.4% |
| 30D | +5.0% | 0.0% | +5.0% | +4.9% |
| 3M | +19.4% | -35.4% | +54.8% | +22.9% |
| 6M | +9.5% | -7.3% | +16.8% | +8.9% |
| YTD | +28.1% | +45.8% | -17.7% | +22.2% |
| 1Y | +50.0% | +43.1% | +6.8% | +42.5% |
| 3Y | +24.1% | +297.7% | -273.6% | +3.5% |
| 5Y | +25.0% | +1,478.8% | -1,453.8% | -10.8% |
| 10Y | +68.7% | +1,633.4% | -1,564.7% | +10.1% |
| All | +1,749.1% | +3,565.2% | -1,816.1% | +823.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling