+135.0%
GOOG vs BMY
+22.8%
+112.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -2.5% | -6.4% | +3.9% | -1.8% |
| 30D | -3.6% | +0.2% | -3.8% | -3.7% |
| 3M | -6.4% | +16.0% | -22.4% | -8.1% |
| 6M | +7.8% | +8.3% | -0.5% | +6.7% |
| YTD | +5.5% | +22.2% | -16.7% | +3.0% |
| 1Y | +38.3% | +41.7% | -3.4% | +32.8% |
| 3Y | +143.1% | +20.7% | +122.4% | +139.7% |
| 5Y | +135.0% | +23.9% | +111.1% | +145.1% |
| All | +135.0% | +22.8% | +112.2% | +145.1% |
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 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