+1,469.9%
BMY vs MS
+5,088.7%
-3,618.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | -2.1% | -14.6% | +12.5% | +0.5% |
| 6M | +12.2% | -5.1% | +17.3% | +12.7% |
| YTD | +20.3% | +4.5% | +15.8% | +18.5% |
| 1Y | +39.2% | +13.5% | +25.6% | +35.1% |
| 3Y | +35.6% | +160.4% | -124.8% | +12.3% |
| 5Y | +28.6% | +112.9% | -84.3% | +8.9% |
| 10Y | +73.9% | +633.4% | -559.6% | +15.1% |
| All | +1,469.9% | +5,088.7% | -3,618.8% | +451.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling