+11,791.0%
GOOGL vs BMY
+548.2%
+11,242.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.5% |
| 7D | +3.9% | +2.1% | +1.8% | +3.2% |
| 30D | -14.9% | +7.0% | -21.9% | -16.9% |
| 3M | -14.6% | -0.9% | -13.7% | -14.7% |
| 6M | -26.4% | +14.9% | -41.4% | -30.2% |
| YTD | -5.3% | +22.8% | -28.1% | -12.3% |
| 1Y | +6.5% | +36.2% | -29.8% | -4.8% |
| 3Y | +126.0% | +45.7% | +80.4% | +90.7% |
| 5Y | +100.8% | +31.3% | +69.6% | +74.0% |
| 10Y | +673.8% | +60.6% | +613.2% | +503.0% |
| All | +11,791.0% | +548.2% | +11,242.8% | +4,516.0% |
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