+5.0%
BMY vs NXT
+213.5%
-208.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.8% |
| 7D | +2.1% | -9.4% | +11.5% | +2.2% |
| 30D | +7.0% | +15.1% | -8.1% | +6.8% |
| 3M | -0.9% | -9.1% | +8.2% | -0.7% |
| 6M | +14.9% | -30.3% | +45.2% | +15.7% |
| YTD | +22.8% | +9.1% | +13.7% | +21.7% |
| 1Y | +36.2% | +7.9% | +28.4% | +35.0% |
| 3Y | +45.7% | +176.5% | -130.8% | +37.0% |
| All | +5.0% | +213.5% | -208.5% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling