+23.9%
BMY vs OTIS
-19.0%
+42.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -6.4% | -5.0% | -1.4% | -5.3% |
| 30D | +0.2% | -6.5% | +6.7% | +1.7% |
| 3M | +16.0% | -2.0% | +17.9% | +16.3% |
| 6M | +8.3% | -20.2% | +28.5% | +13.4% |
| YTD | +22.2% | -21.0% | +43.2% | +28.0% |
| 1Y | +41.7% | -20.9% | +62.6% | +48.3% |
| 3Y | +20.7% | -13.3% | +34.0% | +23.6% |
| 5Y | +23.9% | -18.5% | +42.5% | +26.1% |
| All | +23.9% | -19.0% | +42.9% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling