+22.0%
BMY vs UL
+21.6%
+0.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.1% |
| 7D | -4.8% | -3.2% | -1.6% | -3.9% |
| 30D | -0.7% | -0.6% | -0.1% | -0.5% |
| 3M | +15.3% | +9.4% | +5.9% | +12.0% |
| 6M | +8.5% | -4.1% | +12.7% | +9.3% |
| YTD | +23.4% | -2.0% | +25.4% | +23.7% |
| 1Y | +42.9% | -9.0% | +51.9% | +46.5% |
| All | +22.0% | +21.6% | +0.4% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling