+60.7%
BMY vs NSC
+332.1%
-271.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | -4.8% | -2.8% | -2.0% | -4.0% |
| 30D | -0.1% | -4.5% | +4.4% | +1.2% |
| 3M | +13.1% | +3.5% | +9.6% | +11.9% |
| 6M | +8.4% | +8.5% | -0.1% | +5.7% |
| YTD | +22.0% | +12.3% | +9.6% | +17.6% |
| 1Y | +40.3% | +18.9% | +21.3% | +33.1% |
| 3Y | +20.5% | +74.1% | -53.6% | +1.2% |
| 5Y | +23.7% | +43.9% | -20.2% | +7.4% |
| All | +60.7% | +332.1% | -271.3% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling