+37.1%
BMY vs NTRA
+1,711.9%
-1,674.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.9% |
| 7D | -6.4% | -0.5% | -5.9% | -6.3% |
| 30D | +0.2% | +4.3% | -4.1% | -0.1% |
| 3M | +16.0% | +50.6% | -34.7% | +12.5% |
| 6M | +8.3% | +63.9% | -55.6% | +4.2% |
| YTD | +22.2% | +42.4% | -20.2% | +18.5% |
| 1Y | +41.7% | +92.1% | -50.4% | +34.5% |
| 3Y | +20.7% | +501.7% | -481.0% | +4.2% |
| 5Y | +23.9% | +171.4% | -147.5% | +10.7% |
| 10Y | +62.9% | +3,161.4% | -3,098.5% | +5.8% |
| All | +37.1% | +1,711.9% | -1,674.8% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling