+1,749.1%
BMY vs NEM
+487.7%
+1,261.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +5.0% | +23.1% | -18.1% | +4.3% |
| 3M | +19.4% | +18.5% | +0.9% | +18.6% |
| 6M | +9.5% | +7.8% | +1.8% | +9.1% |
| YTD | +28.1% | +29.1% | -1.0% | +26.7% |
| 1Y | +50.0% | +72.7% | -22.7% | +46.9% |
| 3Y | +24.1% | +248.7% | -224.7% | +18.4% |
| 5Y | +25.0% | +148.7% | -123.7% | +20.2% |
| 10Y | +68.7% | +304.8% | -236.1% | +59.4% |
| All | +1,749.1% | +487.7% | +1,261.4% | +1,725.6% |
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