+34.0%
BMY vs U
-31.3%
+65.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -1.7% |
| 7D | -0.5% | +36.6% | -37.1% | -1.1% |
| 30D | +4.1% | +13.3% | -9.2% | +3.8% |
| 3M | -2.1% | +26.2% | -28.3% | -2.7% |
| 6M | +12.2% | +88.7% | -76.5% | +10.5% |
| YTD | +20.3% | +16.6% | +3.8% | +19.6% |
| 1Y | +39.2% | +29.0% | +10.2% | +37.9% |
| 3Y | +35.6% | +99.5% | -63.9% | +30.8% |
| 5Y | +28.6% | -66.1% | +94.7% | +27.3% |
| All | +34.0% | -31.3% | +65.4% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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