+1,637.4%
BMY vs RF
+1,423.8%
+213.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +4.1% | +6.0% | -1.9% | +3.2% |
| 3M | -2.1% | -8.9% | +6.8% | -0.7% |
| 6M | +12.2% | +2.3% | +9.9% | +11.7% |
| YTD | +20.3% | +7.6% | +12.8% | +18.7% |
| 1Y | +39.2% | +21.2% | +18.0% | +34.8% |
| 3Y | +35.6% | +108.5% | -72.9% | +19.6% |
| 5Y | +28.6% | +43.2% | -14.7% | +17.9% |
| 10Y | +73.9% | +288.1% | -214.2% | +30.0% |
| All | +1,637.4% | +1,423.8% | +213.6% | +690.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling