+568.0%
BMY vs NDAQ
+2,327.9%
-1,759.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | +0.4% | -2.4% | +2.8% | +0.8% |
| 30D | +5.0% | +2.5% | +2.6% | +4.6% |
| 3M | +19.4% | +9.9% | +9.5% | +17.3% |
| 6M | +9.5% | +9.4% | +0.1% | +7.6% |
| YTD | +28.1% | +0.4% | +27.6% | +27.3% |
| 1Y | +50.0% | +4.0% | +45.9% | +48.1% |
| 3Y | +24.1% | +94.4% | -70.3% | +9.5% |
| 5Y | +25.0% | +56.7% | -31.7% | +13.3% |
| 10Y | +68.7% | +375.3% | -306.6% | +26.3% |
| All | +568.0% | +2,327.9% | -1,759.9% | +300.0% |
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