+24.3%
BMY vs NTAP
+129.9%
-105.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | -4.8% | +2.2% | -7.0% | -4.9% |
| 30D | -0.7% | -7.0% | +6.4% | -0.4% |
| 3M | +15.3% | +12.3% | +3.0% | +14.6% |
| 6M | +8.5% | +85.1% | -76.6% | +4.1% |
| YTD | +23.4% | +74.8% | -51.3% | +18.7% |
| 1Y | +42.9% | +52.7% | -9.8% | +38.3% |
| 3Y | +22.0% | +147.7% | -125.7% | +11.3% |
| 5Y | +24.3% | +124.8% | -100.5% | +13.5% |
| All | +24.3% | +129.9% | -105.6% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling