+60.7%
BMY vs MOH
+264.4%
-203.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.4% |
| 7D | -4.8% | +1.7% | -6.5% | -5.0% |
| 30D | -0.1% | -0.9% | +0.8% | 0.0% |
| 3M | +13.1% | +5.7% | +7.4% | +12.0% |
| 6M | +8.4% | +39.1% | -30.7% | +3.2% |
| YTD | +22.0% | +17.7% | +4.3% | +17.4% |
| 1Y | +40.3% | +8.4% | +31.9% | +35.9% |
| 3Y | +20.5% | -36.6% | +57.1% | +23.6% |
| 5Y | +23.7% | -19.1% | +42.8% | +21.0% |
| All | +60.7% | +264.4% | -203.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling