+57.5%
BMY vs USB
+94.3%
-36.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.6% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | +5.1% | +6.8% | -1.7% | +3.6% |
| 3M | -3.0% | -3.8% | +0.8% | -2.2% |
| 6M | +13.1% | +11.7% | +1.3% | +10.1% |
| YTD | +20.3% | +17.5% | +2.8% | +15.7% |
| 1Y | +39.0% | +33.8% | +5.3% | +29.8% |
| 3Y | +42.0% | +104.2% | -62.2% | +19.7% |
| 5Y | +28.5% | +26.4% | +2.1% | +18.6% |
| 10Y | +57.5% | +89.2% | -31.7% | +33.2% |
| All | +57.5% | +94.3% | -36.8% | +33.2% |
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