+322.0%
BMY vs URI
+7,134.6%
-6,812.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.1% |
| 7D | +0.4% | -2.0% | +2.3% | +0.6% |
| 30D | +5.0% | -12.9% | +18.0% | +6.7% |
| 3M | +19.4% | -6.7% | +26.1% | +20.1% |
| 6M | +9.5% | +19.0% | -9.5% | +6.5% |
| YTD | +28.1% | +25.5% | +2.5% | +23.4% |
| 1Y | +50.0% | +5.5% | +44.4% | +47.4% |
| 3Y | +24.1% | +111.3% | -87.2% | +10.0% |
| 5Y | +25.0% | +198.6% | -173.6% | +4.2% |
| 10Y | +68.7% | +1,179.9% | -1,111.2% | +11.0% |
| All | +322.0% | +7,134.6% | -6,812.6% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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