+28.5%
BMY vs Z
-55.0%
+83.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.3% |
| 7D | -1.4% | -5.2% | +3.8% | -1.1% |
| 30D | +5.1% | +5.7% | -0.6% | +4.7% |
| 3M | -3.0% | -8.7% | +5.8% | -2.6% |
| 6M | +13.1% | -26.0% | +39.0% | +14.7% |
| YTD | +20.3% | -55.0% | +75.4% | +25.4% |
| 1Y | +39.0% | -58.0% | +97.0% | +45.4% |
| 3Y | +42.0% | -15.2% | +57.2% | +42.2% |
| 5Y | +28.5% | -53.8% | +82.3% | +31.4% |
| All | +28.5% | -55.0% | +83.5% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling