+433.3%
META vs BMY
+59.4%
+373.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -0.2% | -2.0% | +1.8% | +0.2% |
| 30D | -15.4% | +9.3% | -24.6% | -16.9% |
| 3M | +5.0% | -0.1% | +5.1% | +4.7% |
| 6M | +5.2% | +15.5% | -10.3% | +1.3% |
| YTD | -4.5% | +21.8% | -26.3% | -9.5% |
| 1Y | +0.6% | +34.9% | -34.3% | -7.1% |
| 3Y | +93.1% | +43.2% | +49.9% | +70.3% |
| 5Y | +93.7% | +30.7% | +63.0% | +75.2% |
| 10Y | +433.3% | +59.3% | +374.1% | +349.1% |
| All | +433.3% | +59.4% | +373.9% | +349.1% |
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