+1,570.9%
BMY vs MS
+6,088.6%
-4,517.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +0.4% | +1.4% | -1.0% | +0.1% |
| 30D | +5.0% | -0.3% | +5.3% | +5.0% |
| 3M | +19.4% | +0.3% | +19.1% | +19.0% |
| 6M | +9.5% | +31.3% | -21.8% | +4.1% |
| YTD | +28.1% | +24.7% | +3.4% | +22.5% |
| 1Y | +50.0% | +47.9% | +2.1% | +39.1% |
| 3Y | +24.1% | +178.3% | -154.3% | +1.6% |
| 5Y | +25.0% | +144.9% | -119.9% | +3.4% |
| 10Y | +68.7% | +804.5% | -735.9% | +7.8% |
| All | +1,570.9% | +6,088.6% | -4,517.7% | +469.5% |
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 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