+50.0%
BMY vs NSC
+20.4%
+29.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +0.4% | -5.5% | +5.9% | +1.9% |
| 30D | +5.0% | -3.2% | +8.2% | +5.9% |
| 3M | +19.4% | +7.7% | +11.7% | +16.8% |
| 6M | +9.5% | +4.5% | +5.0% | +7.9% |
| YTD | +28.1% | +15.6% | +12.5% | +23.4% |
| 1Y | +50.0% | +19.8% | +30.1% | +47.4% |
| All | +50.0% | +20.4% | +29.6% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling