+19.5%
BMY vs ZYBT
-58.9%
+78.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -4.8% | -3.7% | -1.0% | -4.8% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | +13.1% | +72.2% | -59.1% | +14.0% |
| 6M | +8.4% | +103.1% | -94.7% | +8.8% |
| YTD | +22.0% | +34.8% | -12.8% | +22.9% |
| 1Y | +40.3% | -83.2% | +123.5% | +45.3% |
| All | +19.5% | -58.9% | +78.4% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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