+361.5%
LLY vs BMY
+22.9%
+338.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.0% |
| 7D | -3.1% | -3.3% | +0.2% | -1.9% |
| 30D | -5.1% | 0.0% | -5.0% | -5.0% |
| 3M | -2.1% | +17.7% | -19.8% | -7.9% |
| 6M | +13.8% | +9.6% | +4.2% | +9.7% |
| YTD | +5.1% | +24.0% | -18.9% | -2.8% |
| 1Y | +53.1% | +45.1% | +8.0% | +34.3% |
| 3Y | +95.6% | +22.5% | +73.1% | +86.6% |
| 5Y | +361.5% | +22.3% | +339.2% | +390.9% |
| All | +361.5% | +22.9% | +338.6% | +390.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling