+41.3%
BMY vs Z
+4.8%
+36.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.5% |
| 7D | +1.8% | -6.5% | +8.2% | +2.2% |
| 30D | +6.2% | -0.1% | +6.3% | +6.2% |
| 3M | -2.1% | -14.1% | +12.0% | -1.2% |
| 6M | +14.3% | -30.1% | +44.3% | +16.8% |
| YTD | +21.6% | -57.5% | +79.1% | +28.2% |
| 1Y | +38.8% | -60.3% | +99.1% | +47.0% |
| 3Y | +42.9% | -21.0% | +64.0% | +42.4% |
| 5Y | +30.1% | -54.9% | +85.0% | +32.2% |
| 10Y | +58.2% | -16.0% | +74.2% | +37.2% |
| All | +41.3% | +4.8% | +36.5% | +17.7% |
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