+13.1%
BMY vs USB
+11.3%
+1.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.4% |
| 7D | +6.0% | +2.4% | +3.6% | +5.1% |
| 30D | +9.1% | +6.6% | +2.6% | +7.0% |
| 3M | -2.6% | -4.1% | +1.5% | -1.9% |
| 6M | +13.1% | +12.5% | +0.7% | +6.2% |
| All | +13.1% | +11.3% | +1.9% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling