+22.5%
MA vs BMY
+45.9%
-23.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.0% | -0.1% | +3.2% |
| 7D | +10.2% | +6.0% | +4.2% | +9.2% |
| 30D | +19.3% | +9.1% | +10.2% | +17.7% |
| 3M | +18.0% | -2.6% | +20.5% | +18.5% |
| 6M | +33.7% | +13.1% | +20.6% | +31.1% |
| YTD | +18.6% | +23.0% | -4.4% | +14.2% |
| 1Y | +22.5% | +45.6% | -23.1% | +13.6% |
| All | +22.5% | +45.9% | -23.4% | +13.6% |
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 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