+50.0%
BMY vs OMC
+9.8%
+40.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.6% |
| 7D | +0.4% | -6.4% | +6.8% | +1.1% |
| 30D | +5.0% | +1.1% | +3.9% | +4.8% |
| 3M | +19.4% | +10.4% | +9.0% | +18.1% |
| 6M | +9.5% | -1.7% | +11.2% | +9.2% |
| YTD | +28.1% | +4.4% | +23.6% | +26.6% |
| 1Y | +50.0% | +8.4% | +41.5% | +48.1% |
| All | +50.0% | +9.8% | +40.2% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling