+30.2%
BMY vs MS
+125.1%
-94.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.1% |
| 7D | -2.0% | -1.7% | -0.3% | -1.8% |
| 30D | +9.3% | +0.9% | +8.3% | +9.0% |
| 3M | -0.1% | -10.8% | +10.8% | +1.4% |
| 6M | +15.5% | +0.9% | +14.6% | +14.7% |
| YTD | +21.8% | +9.8% | +12.0% | +19.0% |
| 1Y | +34.9% | +17.1% | +17.8% | +30.4% |
| 3Y | +43.2% | +175.7% | -132.5% | +18.4% |
| All | +30.2% | +125.1% | -94.9% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling