+86.4%
F vs BMY
+62.5%
+23.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.1% | -3.3% |
| 7D | +1.2% | -3.3% | +4.5% | +2.2% |
| 30D | +1.2% | 0.0% | +1.3% | +1.2% |
| 3M | -5.7% | +17.7% | -23.4% | -10.5% |
| 6M | +17.9% | +9.6% | +8.3% | +14.1% |
| YTD | +10.4% | +24.0% | -13.6% | +2.7% |
| 1Y | +25.3% | +45.1% | -19.8% | +10.7% |
| 3Y | +37.5% | +22.5% | +15.0% | +26.5% |
| 5Y | +46.5% | +22.3% | +24.2% | +33.6% |
| 10Y | +86.4% | +62.0% | +24.4% | +57.2% |
| All | +86.4% | +62.5% | +23.9% | +57.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling