+243.2%
INTC vs BMY
+64.0%
+179.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.3% |
| 7D | +9.4% | -6.4% | +15.8% | +11.3% |
| 30D | +2.7% | +0.2% | +2.5% | +2.3% |
| 3M | -6.3% | +16.0% | -22.2% | -10.9% |
| 6M | +114.5% | +8.3% | +106.1% | +107.1% |
| YTD | +171.9% | +22.2% | +149.7% | +152.9% |
| 1Y | +305.0% | +41.7% | +263.3% | +257.0% |
| 3Y | +168.3% | +20.7% | +147.6% | +145.4% |
| 5Y | +102.3% | +23.9% | +78.4% | +80.4% |
| All | +243.2% | +64.0% | +179.2% | +179.0% |
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 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