+1,664.2%
BMY vs NYT
+754.3%
+909.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -6.4% | -0.7% | -5.6% | -6.3% |
| 30D | +0.2% | +4.5% | -4.2% | -0.5% |
| 3M | +16.0% | -8.5% | +24.5% | +17.4% |
| 6M | +8.3% | -15.1% | +23.4% | +10.8% |
| YTD | +22.2% | -3.3% | +25.5% | +22.2% |
| 1Y | +41.7% | +17.0% | +24.7% | +37.3% |
| 3Y | +20.7% | +55.7% | -34.9% | +10.4% |
| 5Y | +23.9% | +38.9% | -14.9% | +13.2% |
| 10Y | +62.9% | +485.3% | -422.4% | +12.5% |
| All | +1,664.2% | +754.3% | +909.8% | +840.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling