+505.6%
MA vs BMY
+62.5%
+443.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.4% |
| 7D | -1.8% | -3.3% | +1.6% | -0.7% |
| 30D | +1.4% | 0.0% | +1.5% | +1.4% |
| 3M | +17.7% | +17.7% | 0.0% | +11.5% |
| 6M | +9.7% | +9.6% | 0.0% | +5.9% |
| YTD | +0.5% | +24.0% | -23.5% | -7.1% |
| 1Y | -2.1% | +45.1% | -47.2% | -14.5% |
| 3Y | +40.1% | +22.5% | +17.6% | +27.4% |
| 5Y | +67.5% | +22.3% | +45.2% | +50.6% |
| 10Y | +505.6% | +62.0% | +443.6% | +398.4% |
| All | +505.6% | +62.5% | +443.1% | +398.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling