+942.3%
BMY vs NTAP
+23,420.6%
-22,478.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.4% | -0.8% | +1.1% | +0.4% |
| 30D | +5.0% | -0.5% | +5.6% | +5.0% |
| 3M | +19.4% | +4.1% | +15.3% | +18.7% |
| 6M | +9.5% | +88.0% | -78.4% | +3.3% |
| YTD | +28.1% | +75.6% | -47.5% | +21.4% |
| 1Y | +50.0% | +58.9% | -8.9% | +43.2% |
| 3Y | +24.1% | +153.6% | -129.5% | +12.7% |
| 5Y | +25.0% | +127.6% | -102.7% | +13.8% |
| 10Y | +68.7% | +580.4% | -511.7% | +37.7% |
| All | +942.3% | +23,420.6% | -22,478.3% | +432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling