+60.1%
BMY vs RF
+223.4%
-163.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +2.1% | +1.9% | +0.1% | +1.7% |
| 30D | +7.0% | +7.3% | -0.3% | +5.7% |
| 3M | -0.9% | -7.9% | +7.0% | +0.6% |
| 6M | +14.9% | +10.5% | +4.4% | +12.8% |
| YTD | +22.8% | +9.6% | +13.2% | +20.5% |
| 1Y | +36.2% | +20.3% | +15.9% | +31.5% |
| 3Y | +45.7% | +119.5% | -73.8% | +25.6% |
| 5Y | +31.3% | +48.2% | -16.9% | +18.6% |
| All | +60.1% | +223.4% | -163.3% | +24.8% |
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