+189.9%
LQD vs BMY
+651.6%
-461.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.1% |
| 7D | +0.2% | -3.3% | +3.6% | +0.3% |
| 30D | -0.6% | 0.0% | -0.5% | -0.6% |
| 3M | -1.2% | +17.7% | -18.9% | -1.6% |
| 6M | -1.9% | +9.6% | -11.6% | -2.2% |
| YTD | -1.3% | +24.0% | -25.2% | -1.8% |
| 1Y | -1.0% | +45.1% | -46.1% | -2.0% |
| 3Y | +15.2% | +22.5% | -7.2% | +14.4% |
| 5Y | -4.4% | +22.3% | -26.7% | -5.1% |
| 10Y | +22.6% | +62.0% | -39.4% | +20.9% |
| All | +189.9% | +651.6% | -461.6% | +178.6% |
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