+25.8%
BMY vs S
-71.4%
+97.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +0.4% | -7.7% | +8.1% | +0.4% |
| 30D | +5.0% | -5.3% | +10.3% | +5.0% |
| 3M | +19.4% | +20.3% | -0.9% | +19.3% |
| 6M | +9.5% | +47.4% | -37.8% | +9.2% |
| YTD | +28.1% | +32.5% | -4.5% | +27.8% |
| 1Y | +50.0% | +9.5% | +40.5% | +49.8% |
| 3Y | +24.1% | +15.5% | +8.6% | +23.3% |
| All | +25.8% | -71.4% | +97.2% | +26.2% |
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