+20.5%
BMY vs NTRA
+507.7%
-487.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.3% |
| 3M | +13.1% | +50.0% | -36.9% | +10.9% |
| 6M | +8.4% | +67.3% | -58.9% | +5.7% |
| YTD | +22.0% | +43.6% | -21.6% | +19.5% |
| 1Y | +40.3% | +89.2% | -49.0% | +36.1% |
| 3Y | +20.5% | +502.5% | -482.0% | +8.7% |
| All | +20.5% | +507.7% | -487.1% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling