+42.7%
BMY vs U
-44.5%
+87.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +0.4% | -3.8% | +4.2% | +0.4% |
| 30D | +5.0% | +17.5% | -12.4% | +4.6% |
| 3M | +19.4% | +38.7% | -19.3% | +18.5% |
| 6M | +9.5% | +104.4% | -94.9% | +7.6% |
| YTD | +28.1% | -5.7% | +33.7% | +27.9% |
| 1Y | +50.0% | +3.7% | +46.3% | +49.1% |
| 3Y | +24.1% | +12.3% | +11.8% | +21.0% |
| 5Y | +25.0% | -68.8% | +93.8% | +23.8% |
| All | +42.7% | -44.5% | +87.1% | +31.3% |
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