+24.3%
BMY vs NTRS
+93.2%
-68.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -4.8% | +1.4% | -6.1% | -4.9% |
| 30D | -0.1% | -0.7% | +0.6% | 0.0% |
| 3M | +13.1% | +11.3% | +1.8% | +11.3% |
| 6M | +8.4% | +35.5% | -27.1% | +3.6% |
| YTD | +22.0% | +40.6% | -18.6% | +15.8% |
| 1Y | +40.3% | +49.2% | -8.9% | +31.9% |
| 3Y | +20.5% | +167.2% | -146.7% | +4.3% |
| All | +24.3% | +93.2% | -68.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling