+22.5%
BMY vs Z
-36.8%
+59.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.3% | -2.6% |
| 7D | -3.3% | -3.3% | -0.1% | -3.0% |
| 30D | 0.0% | -3.7% | +3.7% | +0.2% |
| 3M | +17.7% | -7.0% | +24.7% | +18.2% |
| 6M | +9.6% | -29.5% | +39.1% | +12.3% |
| YTD | +24.0% | -52.6% | +76.5% | +31.1% |
| 1Y | +45.1% | -64.0% | +109.1% | +57.0% |
| All | +22.5% | -36.8% | +59.3% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling