+1,619.6%
BMY vs MOD
+1,638.7%
-19.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.0% |
| 7D | -0.5% | -25.5% | +25.0% | +1.4% |
| 30D | +4.1% | -49.0% | +53.1% | +9.0% |
| 3M | -3.1% | -49.8% | +46.7% | +1.3% |
| 6M | +11.0% | -64.8% | +75.8% | +18.5% |
| YTD | +19.1% | -27.6% | +46.7% | +19.1% |
| 1Y | +37.8% | -35.2% | +73.0% | +38.5% |
| 3Y | +34.2% | +137.1% | -102.9% | +15.6% |
| 5Y | +27.2% | +760.3% | -733.0% | -5.5% |
| 10Y | +72.1% | +938.8% | -866.7% | +15.7% |
| All | +1,619.6% | +1,638.7% | -19.0% | +802.6% |
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