+61.0%
BMY vs NTAP
+591.7%
-530.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -6.4% | -1.0% | -5.4% | -6.3% |
| 30D | +0.2% | -7.5% | +7.7% | +1.0% |
| 3M | +16.0% | +14.6% | +1.3% | +13.8% |
| 6M | +8.3% | +91.0% | -82.7% | -1.1% |
| YTD | +22.2% | +73.7% | -51.5% | +12.7% |
| 1Y | +41.7% | +51.2% | -9.5% | +32.9% |
| 3Y | +20.7% | +146.1% | -125.4% | +3.1% |
| 5Y | +23.9% | +122.8% | -98.9% | +6.2% |
| All | +61.0% | +591.7% | -530.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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