+1,302.0%
BMY vs O
+5,221.5%
-3,919.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +2.1% | -0.4% | +2.4% | +2.2% |
| 30D | +7.0% | +7.1% | -0.1% | +5.3% |
| 3M | -0.9% | -5.2% | +4.4% | +0.4% |
| 6M | +14.9% | -1.8% | +16.7% | +15.5% |
| YTD | +22.8% | +9.1% | +13.8% | +20.3% |
| 1Y | +36.2% | +9.7% | +26.6% | +33.3% |
| 3Y | +45.7% | +39.1% | +6.5% | +34.5% |
| 5Y | +31.3% | +8.4% | +22.9% | +27.6% |
| 10Y | +60.6% | +80.2% | -19.6% | +33.4% |
| All | +1,302.0% | +5,221.5% | -3,919.5% | +477.9% |
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