+425.7%
META vs BMY
+60.5%
+365.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +5.7% | -1.4% | +7.1% | +6.0% |
| 30D | -10.8% | +5.1% | -15.9% | -11.7% |
| 3M | +8.4% | -3.0% | +11.4% | +8.7% |
| 6M | +5.4% | +13.1% | -7.7% | +2.0% |
| YTD | -2.6% | +20.3% | -22.9% | -7.5% |
| 1Y | +3.5% | +39.0% | -35.5% | -5.1% |
| 3Y | +102.0% | +42.0% | +60.0% | +78.3% |
| 5Y | +93.1% | +28.5% | +64.5% | +75.3% |
| 10Y | +425.7% | +57.5% | +368.1% | +342.7% |
| All | +425.7% | +60.5% | +365.1% | +342.7% |
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