+1,749.1%
BMY vs USB
+8,537.0%
-6,787.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.4% | +1.4% | -1.1% | 0.0% |
| 30D | +5.0% | -1.3% | +6.3% | +5.3% |
| 3M | +19.4% | +15.2% | +4.1% | +15.7% |
| 6M | +9.5% | +18.8% | -9.3% | +5.3% |
| YTD | +28.1% | +21.0% | +7.1% | +22.5% |
| 1Y | +50.0% | +34.0% | +16.0% | +40.2% |
| 3Y | +24.1% | +95.3% | -71.2% | +5.5% |
| 5Y | +25.0% | +40.4% | -15.4% | +11.7% |
| 10Y | +68.7% | +107.3% | -38.7% | +33.2% |
| All | +1,749.1% | +8,537.0% | -6,787.8% | +643.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling