+143.3%
DELL vs BMY
+45.9%
+97.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.0% | -12.8% | -7.9% |
| 7D | -24.6% | +6.0% | -30.6% | -23.5% |
| 30D | -32.5% | +9.1% | -41.6% | -31.0% |
| 3M | -20.2% | -2.6% | -17.6% | -19.1% |
| 6M | +76.5% | +13.1% | +63.3% | +82.4% |
| YTD | +198.9% | +23.0% | +175.9% | +207.5% |
| 1Y | +143.3% | +45.6% | +97.8% | +149.1% |
| All | +143.3% | +45.9% | +97.5% | +149.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling