+374.8%
META vs BMY
+66.7%
+308.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.4% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +4.8% | +5.0% | -0.3% | +3.7% |
| 3M | -1.6% | +19.4% | -21.0% | -5.4% |
| 6M | -7.5% | +9.5% | -17.0% | -9.5% |
| YTD | -6.4% | +28.1% | -34.5% | -11.8% |
| 1Y | -17.3% | +50.0% | -67.3% | -25.2% |
| 3Y | +109.9% | +24.1% | +85.9% | +96.8% |
| 5Y | +65.4% | +25.0% | +40.4% | +53.9% |
| All | +374.8% | +66.7% | +308.1% | +307.8% |
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