+5.5%
BMY vs NXT
+171.8%
-166.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.4% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -0.7% | -20.0% | +19.3% | -0.3% |
| 3M | +15.3% | -30.9% | +46.3% | +16.0% |
| 6M | +8.5% | -23.8% | +32.4% | +8.7% |
| YTD | +23.4% | -5.4% | +28.9% | +22.7% |
| 1Y | +42.9% | +28.0% | +14.9% | +40.1% |
| 3Y | +22.0% | +93.3% | -71.4% | +14.8% |
| All | +5.5% | +171.8% | -166.2% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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