+48.8%
BMY vs Z
+25.1%
+23.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.7% |
| 7D | +0.4% | -3.0% | +3.4% | +0.6% |
| 30D | +5.0% | -4.2% | +9.2% | +5.3% |
| 3M | +19.4% | -3.7% | +23.1% | +19.5% |
| 6M | +9.5% | -24.5% | +34.0% | +11.3% |
| YTD | +28.1% | -49.3% | +77.4% | +33.5% |
| 1Y | +50.0% | -58.7% | +108.7% | +58.4% |
| 3Y | +24.1% | -34.1% | +58.2% | +25.1% |
| 5Y | +25.0% | -64.5% | +89.5% | +29.1% |
| 10Y | +68.7% | -0.5% | +69.2% | +44.6% |
| All | +48.8% | +25.1% | +23.7% | +22.5% |
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 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