+1,642.5%
BMY vs UL
+2,739.8%
-1,097.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -1.3% | -2.5% | +1.2% | -0.4% |
| 30D | +10.0% | +5.7% | +4.3% | +7.9% |
| 3M | -1.2% | +7.0% | -8.1% | -3.5% |
| 6M | +12.8% | +16.1% | -3.3% | +6.7% |
| YTD | +20.7% | +3.6% | +17.1% | +18.5% |
| 1Y | +32.6% | -1.4% | +34.0% | +32.3% |
| 3Y | +41.8% | +34.1% | +7.8% | +25.8% |
| 5Y | +29.0% | +32.0% | -3.0% | +12.7% |
| 10Y | +57.8% | +104.7% | -46.9% | +13.2% |
| All | +1,642.5% | +2,739.8% | -1,097.3% | +351.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling