+41.7%
BMY vs UL
-10.0%
+51.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -6.4% | -4.1% | -2.3% | -5.3% |
| 30D | +0.2% | -1.2% | +1.4% | +0.6% |
| 3M | +16.0% | +6.0% | +10.0% | +14.0% |
| 6M | +8.3% | -5.5% | +13.8% | +8.6% |
| YTD | +22.2% | -3.3% | +25.5% | +23.9% |
| 1Y | +41.7% | -9.8% | +51.5% | +48.4% |
| All | +41.7% | -10.0% | +51.6% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling