+1,749.1%
BMY vs RF
+1,537.4%
+211.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.4% | +1.3% | -1.0% | +0.1% |
| 30D | +5.0% | -3.6% | +8.6% | +5.6% |
| 3M | +19.4% | +8.1% | +11.3% | +17.9% |
| 6M | +9.5% | +11.5% | -1.9% | +7.6% |
| YTD | +28.1% | +15.6% | +12.5% | +24.9% |
| 1Y | +50.0% | +15.7% | +34.3% | +46.2% |
| 3Y | +24.1% | +86.9% | -62.8% | +11.0% |
| 5Y | +25.0% | +89.8% | -64.8% | +9.5% |
| 10Y | +68.7% | +344.7% | -276.0% | +23.5% |
| All | +1,749.1% | +1,537.4% | +211.7% | +731.8% |
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 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