+568.4%
MA vs BMY
+57.2%
+511.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +1.8% | +1.8% | 0.0% | +1.2% |
| 30D | +11.8% | +6.2% | +5.6% | +9.5% |
| 3M | +17.2% | -2.1% | +19.3% | +17.7% |
| 6M | +33.4% | +14.3% | +19.1% | +27.0% |
| YTD | +16.1% | +21.6% | -5.5% | +7.6% |
| 1Y | +19.9% | +38.8% | -18.9% | +5.8% |
| 3Y | +70.1% | +42.9% | +27.1% | +43.6% |
| 5Y | +89.6% | +30.1% | +59.6% | +64.4% |
| 10Y | +568.4% | +58.2% | +510.2% | +447.4% |
| All | +568.4% | +57.2% | +511.2% | +447.4% |
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