+67.7%
BMY vs OTIS
+91.3%
-23.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.6% |
| 7D | -4.8% | -3.0% | -1.8% | -4.1% |
| 30D | -0.1% | -6.0% | +5.9% | +1.2% |
| 3M | +13.1% | -0.9% | +14.0% | +13.2% |
| 6M | +8.4% | -17.3% | +25.7% | +12.6% |
| YTD | +22.0% | -19.6% | +41.5% | +27.2% |
| 1Y | +40.3% | -21.0% | +61.3% | +46.8% |
| 3Y | +20.5% | -12.1% | +32.6% | +22.7% |
| 5Y | +23.7% | -17.1% | +40.8% | +26.1% |
| All | +67.7% | +91.3% | -23.6% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 10y: compounded portfolio wealth divided by compounded OTIS 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…
10y analysis · Full analysis span regression · 6 months rolling