+14.9%
BMY vs MULL
-46.2%
+61.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +6.9% | +1.6% |
| 7D | +2.1% | +24.5% | -22.5% | +3.0% |
| 30D | +7.0% | -35.5% | +42.5% | +5.9% |
| 3M | -0.9% | -44.8% | +43.9% | -2.1% |
| 6M | +14.9% | -45.5% | +60.4% | +16.1% |
| All | +14.9% | -46.2% | +61.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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