+28.1%
BMY vs ONON
-23.0%
+51.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -3.1% |
| 7D | -3.3% | -1.7% | -1.7% | -3.3% |
| 30D | 0.0% | -27.4% | +27.3% | +0.7% |
| 3M | +17.7% | -26.5% | +44.2% | +18.5% |
| 6M | +9.6% | -34.2% | +43.9% | +10.5% |
| YTD | +24.0% | -41.3% | +65.3% | +25.3% |
| 1Y | +45.1% | -39.7% | +84.8% | +46.5% |
| 3Y | +22.5% | -7.8% | +30.3% | +21.9% |
| All | +28.1% | -23.0% | +51.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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