+94.6%
F vs BMY
+67.8%
+26.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.3% | +2.0% |
| 7D | +5.3% | +0.4% | +5.0% | +5.2% |
| 30D | +4.6% | +5.0% | -0.4% | +3.0% |
| 3M | -3.7% | +19.4% | -23.1% | -9.0% |
| 6M | +16.8% | +9.5% | +7.3% | +13.1% |
| YTD | +15.3% | +28.1% | -12.8% | +6.2% |
| 1Y | +31.0% | +50.0% | -19.0% | +14.5% |
| 3Y | +45.4% | +24.1% | +21.4% | +33.4% |
| 5Y | +54.7% | +25.0% | +29.7% | +40.2% |
| All | +94.6% | +67.8% | +26.8% | +62.5% |
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