+25.2%
BMY vs NEM
+158.2%
-133.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -4.8% | +3.1% | -7.9% | -4.9% |
| 30D | -0.7% | +10.0% | -10.7% | -1.1% |
| 3M | +15.3% | +30.9% | -15.6% | +13.8% |
| 6M | +8.5% | +10.5% | -2.0% | +7.8% |
| YTD | +23.4% | +29.7% | -6.3% | +21.5% |
| 1Y | +42.9% | +71.1% | -28.2% | +38.7% |
| 3Y | +22.0% | +252.1% | -230.1% | +13.8% |
| All | +25.2% | +158.2% | -133.0% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling