+81.0%
BSX vs BMY
+63.7%
+17.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -10.1% | -4.8% | -5.3% | -8.6% |
| 30D | -16.4% | -0.1% | -16.3% | -16.3% |
| 3M | -8.9% | +13.1% | -22.0% | -12.2% |
| 6M | -38.3% | +8.4% | -46.7% | -39.9% |
| YTD | -54.9% | +22.0% | -76.9% | -57.8% |
| 1Y | -58.8% | +40.3% | -99.1% | -63.3% |
| 3Y | -21.2% | +20.5% | -41.7% | -27.6% |
| 5Y | -3.3% | +23.7% | -27.0% | -13.0% |
| All | +81.0% | +63.7% | +17.3% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 10y: compounded portfolio wealth divided by compounded BMY 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…
10y analysis · Full analysis span regression · 6 months rolling