+59.3%
BMY vs Z
-14.8%
+74.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -2.0% | -13.1% | +11.1% | -1.1% |
| 30D | +9.3% | +5.9% | +3.4% | +8.8% |
| 3M | -0.1% | -13.7% | +13.6% | +0.7% |
| 6M | +15.5% | -27.1% | +42.6% | +17.5% |
| YTD | +21.8% | -56.8% | +78.6% | +27.9% |
| 1Y | +34.9% | -60.2% | +95.1% | +42.3% |
| 3Y | +43.2% | -19.7% | +62.9% | +42.7% |
| 5Y | +30.7% | -53.7% | +84.4% | +32.5% |
| 10Y | +59.3% | -16.9% | +76.1% | +38.5% |
| All | +59.3% | -14.8% | +74.0% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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