+50.0%
BMY vs Q
+74.5%
-24.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -1.1% |
| 7D | -1.3% | +11.5% | -12.8% | -0.8% |
| 30D | +10.0% | -0.2% | +10.1% | +10.2% |
| 3M | -1.2% | -13.6% | +12.4% | -1.2% |
| 6M | +12.8% | -27.0% | +39.8% | +12.6% |
| YTD | +20.7% | +50.5% | -29.9% | +19.0% |
| 1Y | +32.6% | +33.8% | -1.1% | +30.5% |
| All | +50.0% | +74.5% | -24.5% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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