+950.6%
BSX vs BMY
+1,191.2%
-240.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -4.8% |
| 7D | -6.4% | -3.3% | -3.1% | -5.3% |
| 30D | -8.8% | 0.0% | -8.7% | -8.7% |
| 3M | -7.6% | +17.7% | -25.4% | -12.6% |
| 6M | -37.0% | +9.6% | -46.6% | -39.1% |
| YTD | -52.8% | +24.0% | -76.8% | -56.4% |
| 1Y | -58.4% | +45.1% | -103.5% | -63.8% |
| 3Y | -16.5% | +22.5% | -39.0% | -25.1% |
| 5Y | -1.2% | +22.3% | -23.5% | -12.0% |
| 10Y | +83.7% | +62.0% | +21.8% | +44.4% |
| All | +950.6% | +1,191.2% | -240.6% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling