-3.1%
BSX vs BMY
+22.8%
-25.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -8.2% | -6.4% | -1.8% | -7.0% |
| 30D | -15.8% | +0.2% | -16.0% | -15.8% |
| 3M | -10.8% | +16.0% | -26.8% | -13.0% |
| 6M | -38.4% | +8.3% | -46.7% | -39.3% |
| YTD | -54.8% | +22.2% | -77.0% | -56.4% |
| 1Y | -59.0% | +41.7% | -100.7% | -61.6% |
| 3Y | -20.0% | +20.7% | -40.7% | -21.7% |
| 5Y | -3.1% | +23.9% | -27.0% | -2.7% |
| All | -3.1% | +22.8% | -25.8% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling