+18.3%
BMY vs USAR
-18.3%
+36.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | +0.2% |
| 7D | -2.0% | +0.8% | -2.8% | -2.0% |
| 30D | +9.3% | -30.1% | +39.3% | +9.0% |
| 3M | -0.1% | -56.3% | +56.2% | -0.6% |
| 6M | +15.5% | -68.6% | +84.0% | +14.6% |
| YTD | +21.8% | -30.5% | +52.4% | +21.7% |
| 1Y | +34.9% | -53.5% | +88.4% | +34.3% |
| 3Y | +43.2% | -19.3% | +62.5% | +32.9% |
| All | +18.3% | -18.3% | +36.7% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling