+68.5%
BMY vs USB
+92.8%
-24.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.1% | +5.8% | -1.8% | +2.8% |
| 3M | -2.1% | -6.0% | +3.8% | -0.8% |
| 6M | +12.2% | +7.8% | +4.4% | +10.2% |
| YTD | +20.3% | +14.6% | +5.7% | +16.3% |
| 1Y | +39.2% | +31.8% | +7.4% | +30.4% |
| 3Y | +35.6% | +91.5% | -55.9% | +15.7% |
| 5Y | +28.6% | +22.0% | +6.5% | +19.5% |
| All | +68.5% | +92.8% | -24.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling