+59.3%
BMY vs RF
+241.0%
-181.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.0% | -1.3% | -0.7% | -1.8% |
| 30D | +9.3% | +4.6% | +4.6% | +8.4% |
| 3M | -0.1% | -8.4% | +8.4% | +1.5% |
| 6M | +15.5% | +8.9% | +6.6% | +13.6% |
| YTD | +21.8% | +8.8% | +13.0% | +19.7% |
| 1Y | +34.9% | +18.9% | +16.0% | +30.5% |
| 3Y | +43.2% | +116.0% | -72.8% | +23.8% |
| 5Y | +30.7% | +46.0% | -15.3% | +18.4% |
| 10Y | +59.3% | +231.7% | -172.5% | +23.3% |
| All | +59.3% | +241.0% | -181.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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