-2.7%
BMY vs NVDL
+2,480.8%
-2,483.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -1.2% |
| 7D | -6.4% | -8.7% | +2.3% | -6.7% |
| 30D | +0.2% | -1.3% | +1.5% | +0.3% |
| 3M | +16.0% | +11.4% | +4.6% | +16.7% |
| 6M | +8.3% | +22.9% | -14.6% | +9.6% |
| YTD | +22.2% | +15.4% | +6.8% | +23.5% |
| 1Y | +41.7% | +18.8% | +22.9% | +43.7% |
| 3Y | +20.7% | +641.4% | -620.7% | +29.0% |
| All | -2.7% | +2,480.8% | -2,483.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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