+49.3%
BMY vs ONTO
+476.3%
-427.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +1.9% |
| 7D | +2.1% | +17.5% | -15.4% | +1.4% |
| 30D | +7.0% | -15.7% | +22.7% | +7.5% |
| 3M | -0.9% | -39.7% | +38.9% | +0.9% |
| 6M | +14.9% | -26.5% | +41.4% | +14.8% |
| YTD | +22.8% | +29.0% | -6.2% | +18.2% |
| 1Y | +36.2% | +57.0% | -20.7% | +29.5% |
| 3Y | +45.7% | +50.0% | -4.3% | +33.1% |
| 5Y | +31.3% | +127.3% | -96.0% | +10.7% |
| All | +49.3% | +476.3% | -427.1% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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