+12.2%
BMY vs MS
-4.5%
+16.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -0.5% | -1.6% | +1.0% | -0.3% |
| 30D | +4.1% | -3.8% | +7.9% | +4.2% |
| 3M | -2.1% | -14.6% | +12.5% | -2.2% |
| 6M | +12.2% | -5.1% | +17.3% | +8.9% |
| All | +12.2% | -4.5% | +16.7% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling