+15,614.6%
MA vs BMY
+460.2%
+15,154.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | +2.3% | -0.5% | +2.8% | +2.6% |
| 30D | +14.7% | +4.1% | +10.6% | +12.6% |
| 3M | +13.5% | -2.1% | +15.6% | +14.1% |
| 6M | +33.1% | +12.2% | +20.9% | +25.9% |
| YTD | +15.1% | +20.3% | -5.3% | +4.8% |
| 1Y | +18.7% | +39.2% | -20.5% | +1.2% |
| 3Y | +72.1% | +35.6% | +36.5% | +42.4% |
| 5Y | +92.8% | +28.6% | +64.2% | +61.1% |
| 10Y | +571.6% | +73.9% | +497.8% | +365.0% |
| All | +15,614.6% | +460.2% | +15,154.4% | +5,218.5% |
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