+58.2%
BMY vs URA
+289.1%
-230.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.9% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +6.2% | -14.8% | +21.0% | +7.3% |
| 3M | -2.1% | -25.3% | +23.2% | -0.4% |
| 6M | +14.3% | -39.9% | +54.2% | +17.8% |
| YTD | +21.6% | -22.4% | +44.0% | +22.3% |
| 1Y | +38.8% | -29.0% | +67.8% | +40.4% |
| 3Y | +42.9% | +41.0% | +2.0% | +32.9% |
| 5Y | +30.1% | +38.3% | -8.3% | +19.3% |
| 10Y | +58.2% | +276.1% | -217.9% | +6.8% |
| All | +58.2% | +289.1% | -230.9% | +6.8% |
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