+28.6%
BMY vs S
-67.4%
+96.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.6% |
| 7D | -0.5% | -13.4% | +12.9% | -0.5% |
| 30D | +4.1% | -14.0% | +18.1% | +4.1% |
| 3M | -2.1% | +4.9% | -7.0% | -2.2% |
| 6M | +12.2% | +42.0% | -29.8% | +12.0% |
| YTD | +20.3% | +45.1% | -24.8% | +20.1% |
| 1Y | +39.2% | +33.1% | +6.1% | +39.0% |
| 3Y | +35.6% | +40.6% | -5.0% | +34.8% |
| All | +28.6% | -67.4% | +96.0% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling