+2,006.3%
LLY vs BMY
+60.5%
+1,945.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +0.1% | -1.4% | +1.5% | +0.7% |
| 30D | +19.7% | +5.1% | +14.6% | +17.1% |
| 3M | +19.3% | -3.0% | +22.2% | +20.8% |
| 6M | +49.3% | +13.1% | +36.3% | +40.7% |
| YTD | +32.0% | +20.3% | +11.7% | +20.9% |
| 1Y | +53.7% | +39.0% | +14.7% | +31.9% |
| 3Y | +143.7% | +42.0% | +101.8% | +99.2% |
| 5Y | +463.9% | +28.5% | +435.4% | +384.1% |
| 10Y | +2,006.3% | +57.5% | +1,948.8% | +1,548.1% |
| All | +2,006.3% | +60.5% | +1,945.8% | +1,548.1% |
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