+47.0%
LLY vs BMY
+39.1%
+7.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +0.1% | -1.4% | +1.5% | +0.8% |
| 30D | +19.7% | +5.1% | +14.6% | +16.6% |
| 3M | +19.3% | -3.0% | +22.2% | +21.0% |
| 6M | +49.3% | +13.1% | +36.3% | +38.2% |
| YTD | +32.0% | +20.3% | +11.7% | +19.8% |
| All | +47.0% | +39.1% | +7.9% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling