+60.1%
BMY vs UL
+109.3%
-49.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | +2.1% | +1.1% | +1.0% | +1.7% |
| 30D | +7.0% | +4.5% | +2.5% | +5.7% |
| 3M | -0.9% | +6.5% | -7.3% | -2.6% |
| 6M | +14.9% | +18.2% | -3.2% | +9.5% |
| YTD | +22.8% | +4.7% | +18.1% | +20.8% |
| 1Y | +36.2% | +0.8% | +35.5% | +35.2% |
| 3Y | +45.7% | +35.9% | +9.8% | +32.8% |
| 5Y | +31.3% | +33.4% | -2.1% | +18.7% |
| All | +60.1% | +109.3% | -49.3% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling