+534.3%
BMY vs NDAQ
+2,666.5%
-2,132.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +1.8% | +2.9% | -1.1% | +1.3% |
| 30D | +6.2% | +17.5% | -11.3% | +3.3% |
| 3M | -2.1% | +15.4% | -17.6% | -4.6% |
| 6M | +14.3% | +24.6% | -10.3% | +9.7% |
| YTD | +21.6% | +14.4% | +7.2% | +18.2% |
| 1Y | +38.8% | +26.9% | +11.9% | +32.4% |
| 3Y | +42.9% | +119.8% | -76.9% | +23.5% |
| 5Y | +30.1% | +70.5% | -40.4% | +16.2% |
| 10Y | +58.2% | +475.8% | -417.6% | +14.7% |
| All | +534.3% | +2,666.5% | -2,132.2% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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