+60.7%
BMY vs NTRA
+3,199.2%
-3,138.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.2% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | -0.1% | +4.1% | -4.2% | -0.4% |
| 3M | +13.1% | +50.0% | -36.9% | +9.9% |
| 6M | +8.4% | +67.3% | -58.9% | +4.4% |
| YTD | +22.0% | +43.6% | -21.6% | +18.4% |
| 1Y | +40.3% | +89.2% | -49.0% | +33.7% |
| 3Y | +20.5% | +502.5% | -482.0% | +4.9% |
| 5Y | +23.7% | +173.8% | -150.0% | +11.6% |
| All | +60.7% | +3,199.2% | -3,138.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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