+143.8%
GOOGL vs BMY
+22.1%
+121.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.2% |
| 7D | -1.9% | -4.8% | +2.9% | -1.5% |
| 30D | -7.5% | -0.7% | -6.8% | -7.4% |
| 3M | -9.2% | +15.3% | -24.5% | -10.0% |
| 6M | +8.1% | +8.5% | -0.5% | +7.4% |
| YTD | +5.8% | +23.4% | -17.6% | +4.5% |
| 1Y | +38.3% | +42.9% | -4.6% | +35.7% |
| All | +143.8% | +22.1% | +121.7% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling