+18.7%
BMY vs NVD
-99.1%
+117.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -1.2% |
| 7D | -6.4% | +9.0% | -15.4% | -6.7% |
| 30D | +0.2% | -5.5% | +5.7% | +0.3% |
| 3M | +16.0% | -24.6% | +40.6% | +16.9% |
| 6M | +8.3% | -42.1% | +50.4% | +9.8% |
| YTD | +22.2% | -44.3% | +66.5% | +23.7% |
| 1Y | +41.7% | -54.2% | +95.9% | +44.0% |
| 3Y | +20.7% | -99.1% | +119.8% | +26.5% |
| All | +18.7% | -99.1% | +117.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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