+1,361.8%
BMY vs O
+5,387.7%
-4,026.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +5.0% | -1.9% | +6.9% | +5.5% |
| 3M | +19.4% | +3.8% | +15.5% | +18.3% |
| 6M | +9.5% | -4.7% | +14.3% | +10.8% |
| YTD | +28.1% | +12.5% | +15.6% | +24.5% |
| 1Y | +50.0% | +10.8% | +39.1% | +46.3% |
| 3Y | +24.1% | +28.8% | -4.7% | +16.4% |
| 5Y | +25.0% | +13.2% | +11.8% | +20.1% |
| 10Y | +68.7% | +53.5% | +15.2% | +44.8% |
| All | +1,361.8% | +5,387.7% | -4,026.0% | +498.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling