+323.0%
BMY vs NLY
+1,197.0%
-874.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -4.8% | -4.0% | -0.8% | -4.0% |
| 30D | -0.1% | -5.2% | +5.1% | +0.9% |
| 3M | +13.1% | +2.8% | +10.3% | +12.5% |
| 6M | +8.4% | +4.2% | +4.2% | +7.5% |
| YTD | +22.0% | +4.7% | +17.3% | +20.8% |
| 1Y | +40.3% | +12.7% | +27.5% | +37.0% |
| 3Y | +20.5% | +62.5% | -42.0% | +9.7% |
| 5Y | +23.7% | +26.3% | -2.6% | +16.0% |
| 10Y | +62.6% | +81.0% | -18.3% | +38.8% |
| All | +323.0% | +1,197.0% | -874.0% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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