+462.9%
META vs BMY
+59.8%
+403.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.6% |
| 7D | +5.2% | +2.1% | +3.1% | +4.8% |
| 30D | -13.0% | +7.0% | -20.0% | -14.2% |
| 3M | +7.9% | -0.9% | +8.8% | +7.8% |
| 6M | +4.2% | +14.9% | -10.7% | +0.6% |
| YTD | -2.5% | +22.8% | -25.4% | -7.8% |
| 1Y | +5.6% | +36.2% | -30.7% | -2.7% |
| 3Y | +96.8% | +45.7% | +51.1% | +72.7% |
| 5Y | +90.0% | +31.3% | +58.8% | +71.8% |
| All | +462.9% | +59.8% | +403.2% | +373.8% |
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