+13,164.2%
GOOG vs BMY
+551.5%
+12,612.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -1.6% | -4.8% | +3.2% | 0.0% |
| 30D | -7.7% | -0.7% | -7.0% | -7.5% |
| 3M | -9.3% | +15.3% | -24.6% | -13.6% |
| 6M | +7.4% | +8.5% | -1.1% | +4.1% |
| YTD | +4.9% | +23.4% | -18.6% | -2.6% |
| 1Y | +37.2% | +42.9% | -5.7% | +21.2% |
| 3Y | +141.6% | +22.0% | +119.7% | +118.3% |
| 5Y | +128.8% | +24.3% | +104.4% | +102.9% |
| 10Y | +772.7% | +64.6% | +708.1% | +573.2% |
| All | +13,164.2% | +551.5% | +12,612.7% | +5,057.8% |
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