+20.5%
BMY vs NTR
+36.8%
-16.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -4.8% | -1.3% | -3.5% | -4.7% |
| 30D | -0.1% | +16.8% | -16.9% | -1.2% |
| 3M | +13.1% | +20.7% | -7.6% | +11.5% |
| 6M | +8.4% | +0.5% | +7.9% | +8.2% |
| YTD | +22.0% | +29.2% | -7.2% | +18.3% |
| 1Y | +40.3% | +39.6% | +0.7% | +34.5% |
| 3Y | +20.5% | +37.9% | -17.4% | +13.3% |
| All | +20.5% | +36.8% | -16.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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