+16.9%
BMY vs USAR
-13.4%
+30.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | +0.1% |
| 7D | -1.4% | -1.1% | -0.3% | -1.4% |
| 30D | +5.1% | -30.3% | +35.4% | +4.9% |
| 3M | -3.0% | -54.7% | +51.7% | -3.5% |
| 6M | +13.1% | -67.5% | +80.6% | +12.3% |
| YTD | +20.3% | -26.4% | +46.7% | +20.3% |
| 1Y | +39.0% | -49.5% | +88.6% | +38.5% |
| 3Y | +42.0% | -14.5% | +56.4% | +31.9% |
| All | +16.9% | -13.4% | +30.3% | +6.2% |
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