+17,561.1%
LLY vs BMY
+1,782.2%
+15,778.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | 0.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -1.6% | +5.0% | -6.6% | -3.9% |
| 3M | +2.3% | +19.4% | -17.1% | -6.5% |
| 6M | +14.9% | +9.5% | +5.4% | +9.5% |
| YTD | +7.5% | +28.1% | -20.6% | -5.3% |
| 1Y | +55.7% | +50.0% | +5.7% | +26.6% |
| 3Y | +110.6% | +24.1% | +86.5% | +80.5% |
| 5Y | +363.4% | +25.0% | +338.4% | +293.5% |
| 10Y | +1,649.0% | +68.7% | +1,580.3% | +1,129.2% |
| All | +17,561.1% | +1,782.2% | +15,778.9% | +2,004.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling