+2,053.0%
LLY vs BMY
+57.0%
+1,996.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +4.6% | -1.3% | +5.9% | +5.2% |
| 30D | +22.4% | +10.0% | +12.4% | +17.2% |
| 3M | +17.1% | -1.2% | +18.3% | +17.7% |
| 6M | +44.6% | +12.8% | +31.8% | +36.4% |
| YTD | +33.5% | +20.7% | +12.8% | +22.1% |
| 1Y | +41.1% | +32.6% | +8.5% | +23.6% |
| 3Y | +143.8% | +41.8% | +101.9% | +99.4% |
| 5Y | +473.4% | +29.0% | +444.4% | +391.5% |
| All | +2,053.0% | +57.0% | +1,996.0% | +1,587.1% |
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