+45.7%
BMY vs OMC
+29.7%
+16.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +2.1% | +1.9% | +0.2% | +1.7% |
| 30D | +7.0% | +12.2% | -5.2% | +4.5% |
| 3M | -0.9% | +0.6% | -1.5% | -1.2% |
| 6M | +14.9% | +21.0% | -6.1% | +10.1% |
| YTD | +22.8% | +12.4% | +10.5% | +19.1% |
| 1Y | +36.2% | +25.4% | +10.8% | +28.4% |
| 3Y | +45.7% | +29.2% | +16.5% | +31.6% |
| All | +45.7% | +29.7% | +16.0% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling