+1,673.5%
BMY vs NEM
+419.1%
+1,254.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.8% |
| 7D | +2.1% | -6.4% | +8.5% | +2.3% |
| 30D | +7.0% | +1.4% | +5.6% | +6.9% |
| 3M | -0.9% | -0.7% | -0.2% | -0.9% |
| 6M | +14.9% | -4.5% | +19.4% | +14.9% |
| YTD | +22.8% | +14.0% | +8.8% | +21.9% |
| 1Y | +36.2% | +27.3% | +9.0% | +34.7% |
| 3Y | +45.7% | +250.5% | -204.8% | +38.9% |
| 5Y | +31.3% | +121.1% | -89.8% | +26.6% |
| 10Y | +60.6% | +358.3% | -297.7% | +51.6% |
| All | +1,673.5% | +419.1% | +1,254.4% | +1,656.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling