+39.8%
BMY vs Z
+10.9%
+28.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.3% |
| 7D | -1.4% | -5.2% | +3.8% | -1.0% |
| 30D | +5.1% | +5.7% | -0.6% | +4.6% |
| 3M | -3.0% | -8.7% | +5.8% | -2.5% |
| 6M | +13.1% | -26.0% | +39.0% | +15.1% |
| YTD | +20.3% | -55.0% | +75.4% | +26.4% |
| 1Y | +39.0% | -58.0% | +97.0% | +46.6% |
| 3Y | +42.0% | -15.2% | +57.2% | +40.8% |
| 5Y | +28.5% | -53.8% | +82.3% | +30.4% |
| 10Y | +57.5% | -14.5% | +72.0% | +36.6% |
| All | +39.8% | +10.9% | +28.9% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling