+111.9%
INTC vs BMY
+59.8%
+52.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.0% |
| 7D | +6.0% | +2.1% | +3.9% | +5.5% |
| 30D | -39.2% | +7.0% | -46.2% | -40.5% |
| 3M | -42.9% | -0.9% | -42.1% | -43.3% |
| 6M | -50.4% | +14.9% | -65.3% | -53.2% |
| YTD | +61.7% | +22.8% | +38.9% | +49.0% |
| 1Y | +66.1% | +36.2% | +29.9% | +47.6% |
| 3Y | +58.1% | +45.7% | +12.5% | +33.0% |
| 5Y | +27.9% | +31.3% | -3.4% | +10.0% |
| All | +111.9% | +59.8% | +52.2% | +69.6% |
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