+60.7%
BMY vs NRG
+1,083.9%
-1,023.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -4.8% | -4.7% | -0.1% | -4.3% |
| 30D | -0.1% | -6.0% | +5.9% | +0.4% |
| 3M | +13.1% | -8.0% | +21.1% | +13.4% |
| 6M | +8.4% | -23.2% | +31.6% | +10.4% |
| YTD | +22.0% | -28.1% | +50.0% | +24.8% |
| 1Y | +40.3% | -27.3% | +67.6% | +42.8% |
| 3Y | +20.5% | +208.7% | -188.1% | -1.3% |
| 5Y | +23.7% | +197.7% | -173.9% | +0.4% |
| All | +60.7% | +1,083.9% | -1,023.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling