+45.7%
BMY vs MS
+177.9%
-132.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +2.1% | +5.1% | -3.0% | +1.4% |
| 30D | +7.0% | +5.7% | +1.3% | +6.2% |
| 3M | -0.9% | -12.2% | +11.3% | +0.6% |
| 6M | +14.9% | -0.5% | +15.4% | +14.3% |
| YTD | +22.8% | +9.8% | +13.0% | +20.0% |
| 1Y | +36.2% | +17.7% | +18.5% | +31.6% |
| 3Y | +45.7% | +176.8% | -131.1% | +14.9% |
| All | +45.7% | +177.9% | -132.2% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling