+40.3%
BMY vs NEM
+64.8%
-24.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.8% | -1.0% | -3.8% | -4.7% |
| 30D | -0.1% | +7.8% | -7.9% | -0.4% |
| 3M | +13.1% | +30.2% | -17.1% | +11.7% |
| 6M | +8.4% | +9.6% | -1.2% | +7.7% |
| YTD | +22.0% | +27.8% | -5.9% | +19.6% |
| 1Y | +40.3% | +60.7% | -20.4% | +31.2% |
| All | +40.3% | +64.8% | -24.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling