+24.3%
BMY vs NYT
+38.8%
-14.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | -0.1% | +4.6% | -4.7% | -0.4% |
| 3M | +13.1% | -9.6% | +22.7% | +13.8% |
| 6M | +8.4% | -14.0% | +22.4% | +9.3% |
| YTD | +22.0% | -2.8% | +24.8% | +22.1% |
| 1Y | +40.3% | +15.6% | +24.7% | +39.0% |
| 3Y | +20.5% | +56.3% | -35.8% | +16.4% |
| All | +24.3% | +38.8% | -14.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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