+36.2%
BMY vs Z
-58.2%
+94.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.3% |
| 7D | +2.1% | +0.8% | +1.2% | +1.9% |
| 30D | +7.0% | +5.2% | +1.8% | +6.6% |
| 3M | -0.9% | -17.0% | +16.2% | +0.5% |
| 6M | +14.9% | -22.7% | +37.6% | +16.3% |
| YTD | +22.8% | -56.3% | +79.1% | +27.8% |
| 1Y | +36.2% | -57.7% | +93.9% | +39.5% |
| All | +36.2% | -58.2% | +94.4% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling