+19.9%
BMY vs NVD
-99.2%
+119.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -4.8% | +0.5% | -5.3% | -4.8% |
| 30D | -0.7% | -9.3% | +8.6% | -0.4% |
| 3M | +15.3% | -22.1% | +37.4% | +16.1% |
| 6M | +8.5% | -45.8% | +54.3% | +10.2% |
| YTD | +23.4% | -46.7% | +70.2% | +25.2% |
| 1Y | +42.9% | -59.5% | +102.4% | +45.8% |
| 3Y | +22.0% | -99.2% | +121.1% | +28.0% |
| All | +19.9% | -99.2% | +119.1% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling