+64.6%
BMY vs URA
+369.2%
-304.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -4.8% | +5.7% | -10.5% | -5.2% |
| 30D | -0.7% | +5.6% | -6.3% | -1.1% |
| 3M | +15.3% | +6.2% | +9.1% | +14.6% |
| 6M | +8.5% | -8.2% | +16.8% | +8.7% |
| YTD | +23.4% | +9.7% | +13.8% | +21.5% |
| 1Y | +42.9% | +17.0% | +25.9% | +39.1% |
| 3Y | +22.0% | +118.5% | -96.5% | +9.6% |
| 5Y | +24.3% | +134.3% | -110.0% | +7.4% |
| 10Y | +64.6% | +377.5% | -312.9% | +11.6% |
| All | +64.6% | +369.2% | -304.6% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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