+308.6%
BMY vs URA
-50.4%
+359.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.8% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +6.2% | -14.8% | +21.0% | +7.7% |
| 3M | -2.1% | -25.3% | +23.2% | +0.4% |
| 6M | +14.3% | -39.9% | +54.2% | +19.4% |
| YTD | +21.6% | -22.4% | +44.0% | +22.8% |
| 1Y | +38.8% | -29.0% | +67.8% | +41.3% |
| 3Y | +42.9% | +41.0% | +2.0% | +30.7% |
| 5Y | +30.1% | +38.3% | -8.3% | +16.6% |
| 10Y | +58.2% | +276.1% | -217.9% | +12.1% |
| All | +308.6% | -50.4% | +359.0% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling