+1,690.2%
BMY vs NSC
+5,718.1%
-4,027.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -3.3% | -1.5% | -1.8% | -3.0% |
| 30D | 0.0% | -1.9% | +1.9% | +0.4% |
| 3M | +17.7% | +6.2% | +11.5% | +15.9% |
| 6M | +9.6% | +9.2% | +0.4% | +7.1% |
| YTD | +24.0% | +15.0% | +9.0% | +19.5% |
| 1Y | +45.1% | +21.1% | +24.0% | +38.1% |
| 3Y | +22.5% | +78.6% | -56.1% | +5.0% |
| 5Y | +22.3% | +45.9% | -23.6% | +8.4% |
| 10Y | +62.0% | +326.9% | -264.9% | +7.9% |
| All | +1,690.2% | +5,718.1% | -4,027.9% | +392.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling