+34.6%
BMY vs RF
+19.0%
+15.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +1.8% | +0.3% | +1.4% | +1.7% |
| 30D | +6.2% | +6.2% | 0.0% | +4.4% |
| 3M | -2.1% | -7.8% | +5.7% | -0.1% |
| 6M | +14.3% | +5.9% | +8.3% | +11.8% |
| YTD | +21.6% | +9.0% | +12.6% | +16.1% |
| All | +34.6% | +19.0% | +15.6% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling