+35.6%
BMY vs S
+34.5%
+1.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.6% |
| 7D | -0.5% | -13.4% | +12.9% | -0.7% |
| 30D | +4.1% | -14.0% | +18.1% | +4.0% |
| 3M | -2.1% | +4.9% | -7.0% | -2.1% |
| 6M | +12.2% | +42.0% | -29.8% | +12.3% |
| YTD | +20.3% | +45.1% | -24.8% | +20.3% |
| 1Y | +39.2% | +33.1% | +6.1% | +39.2% |
| 3Y | +35.6% | +40.6% | -5.0% | +26.7% |
| All | +35.6% | +34.5% | +1.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling