+19.9%
BMY vs USAR
+68.6%
-48.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.5% |
| 7D | -4.8% | -4.4% | -0.4% | -4.8% |
| 30D | -0.7% | -10.4% | +9.7% | -0.7% |
| 3M | +15.3% | -18.4% | +33.7% | +15.2% |
| 6M | +8.5% | -8.8% | +17.4% | +8.5% |
| YTD | +23.4% | +43.4% | -19.9% | +23.9% |
| 1Y | +42.9% | +21.0% | +21.9% | +43.3% |
| 3Y | +22.0% | +67.7% | -45.8% | +12.6% |
| All | +19.9% | +68.6% | -48.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 5y: compounded portfolio wealth divided by compounded USAR 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…
5y analysis · Full analysis span regression · 6 months rolling