+66.8%
BMY vs USB
+92.8%
-26.0%
-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 | -3.1% | -6.0% | +2.8% | -1.8% |
| 6M | +11.0% | +7.8% | +3.3% | +9.0% |
| YTD | +19.1% | +14.6% | +4.5% | +15.1% |
| 1Y | +37.8% | +31.8% | +6.0% | +29.0% |
| 3Y | +34.2% | +91.5% | -57.3% | +14.5% |
| 5Y | +27.2% | +22.0% | +5.2% | +18.3% |
| All | +66.8% | +92.8% | -26.0% | +26.2% |
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