+1,673.5%
BMY vs OMC
+6,469.3%
-4,795.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +2.1% | +1.9% | +0.2% | +1.6% |
| 30D | +7.0% | +12.2% | -5.2% | +4.1% |
| 3M | -0.9% | +0.6% | -1.5% | -1.2% |
| 6M | +14.9% | +21.0% | -6.1% | +9.3% |
| YTD | +22.8% | +12.4% | +10.5% | +18.1% |
| 1Y | +36.2% | +25.4% | +10.8% | +27.3% |
| 3Y | +45.7% | +29.2% | +16.5% | +33.5% |
| 5Y | +31.3% | +52.6% | -21.3% | +13.3% |
| 10Y | +60.6% | +53.6% | +7.0% | +32.7% |
| All | +1,673.5% | +6,469.3% | -4,795.8% | +572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling