+59.3%
BMY vs P
+686.0%
-626.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.3% | 0.0% |
| 7D | -2.0% | -4.7% | +2.7% | -1.9% |
| 30D | +9.3% | -31.4% | +40.7% | +10.5% |
| 3M | -0.1% | -2.6% | +2.6% | -0.5% |
| 6M | +15.5% | +21.9% | -6.5% | +13.6% |
| YTD | +21.8% | +58.9% | -37.1% | +18.0% |
| 1Y | +34.9% | +21.7% | +13.1% | +31.7% |
| 3Y | +43.2% | +193.3% | -150.1% | +27.0% |
| 5Y | +30.7% | +275.1% | -244.4% | +10.8% |
| 10Y | +59.3% | +655.3% | -596.0% | +20.6% |
| All | +59.3% | +686.0% | -626.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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