+1,545.2%
LLY vs BMY
+62.5%
+1,482.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -0.8% |
| 7D | -3.1% | -3.3% | +0.2% | -1.7% |
| 30D | -5.1% | 0.0% | -5.0% | -5.0% |
| 3M | -2.1% | +17.7% | -19.8% | -9.1% |
| 6M | +13.8% | +9.6% | +4.2% | +8.9% |
| YTD | +5.1% | +24.0% | -18.9% | -4.8% |
| 1Y | +53.1% | +45.1% | +8.0% | +29.3% |
| 3Y | +95.6% | +22.5% | +73.1% | +74.0% |
| 5Y | +361.5% | +22.3% | +339.2% | +309.3% |
| 10Y | +1,545.2% | +62.0% | +1,483.2% | +1,188.5% |
| All | +1,545.2% | +62.5% | +1,482.7% | +1,188.5% |
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