+30.7%
BMY vs O
+12.7%
+18.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | +9.3% | +9.4% | -0.2% | +5.5% |
| 3M | -0.1% | -2.4% | +2.3% | +0.8% |
| 6M | +15.5% | -1.9% | +17.3% | +16.2% |
| YTD | +21.8% | +10.5% | +11.4% | +17.6% |
| 1Y | +34.9% | +10.0% | +24.9% | +30.4% |
| 3Y | +43.2% | +40.5% | +2.7% | +28.4% |
| 5Y | +30.7% | +10.2% | +20.5% | +24.4% |
| All | +30.7% | +12.7% | +18.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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