+69.5%
BMY vs USB
+93.8%
-24.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | +2.8% | -1.5% | +4.3% | +3.2% |
| 30D | +5.9% | +4.3% | +1.6% | +4.9% |
| 3M | -0.8% | -6.1% | +5.3% | +0.6% |
| 6M | +12.1% | +9.4% | +2.7% | +9.7% |
| YTD | +21.0% | +15.2% | +5.8% | +16.8% |
| 1Y | +40.4% | +32.8% | +7.7% | +31.3% |
| 3Y | +36.3% | +91.3% | -55.0% | +16.3% |
| 5Y | +29.3% | +22.7% | +6.6% | +20.0% |
| All | +69.5% | +93.8% | -24.4% | +28.1% |
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