+45.7%
BMY vs NTAP
+148.4%
-102.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.8% |
| 7D | +2.1% | +7.2% | -5.1% | +2.1% |
| 30D | +7.0% | -18.4% | +25.4% | +6.9% |
| 3M | -0.9% | -11.3% | +10.5% | -1.1% |
| 6M | +14.9% | +53.8% | -38.8% | +12.6% |
| YTD | +22.8% | +72.0% | -49.1% | +19.5% |
| 1Y | +36.2% | +68.0% | -31.8% | +32.5% |
| 3Y | +45.7% | +149.5% | -103.8% | +36.4% |
| All | +45.7% | +148.4% | -102.7% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling