+24.3%
BMY vs NUE
+146.6%
-122.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.3% |
| 7D | -4.8% | -0.6% | -4.1% | -4.7% |
| 30D | -0.1% | -4.6% | +4.5% | +0.2% |
| 3M | +13.1% | -0.3% | +13.4% | +13.0% |
| 6M | +8.4% | +51.9% | -43.5% | +4.6% |
| YTD | +22.0% | +60.0% | -38.0% | +17.1% |
| 1Y | +40.3% | +82.9% | -42.6% | +33.1% |
| 3Y | +20.5% | +66.0% | -45.5% | +13.8% |
| All | +24.3% | +146.6% | -122.3% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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