+57.5%
BMY vs MS
+614.4%
-556.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.7% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | +5.1% | -0.9% | +6.0% | +5.2% |
| 3M | -3.0% | -13.0% | +10.0% | -0.2% |
| 6M | +13.1% | -2.0% | +15.0% | +12.8% |
| YTD | +20.3% | +7.8% | +12.5% | +17.0% |
| 1Y | +39.0% | +17.9% | +21.2% | +32.4% |
| 3Y | +42.0% | +174.8% | -132.8% | +8.5% |
| 5Y | +28.5% | +119.9% | -91.3% | +1.9% |
| 10Y | +57.5% | +578.8% | -521.3% | -9.5% |
| All | +57.5% | +614.4% | -556.9% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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