+95.1%
META vs BMY
+33.3%
+61.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.7% |
| 7D | -0.8% | -0.5% | -0.2% | -0.8% |
| 30D | -15.4% | +4.1% | -19.5% | -15.0% |
| 3M | +3.5% | -3.1% | +6.6% | +3.6% |
| 6M | -0.3% | +11.0% | -11.3% | +0.5% |
| YTD | -7.3% | +19.1% | -26.4% | -6.3% |
| 1Y | -1.1% | +37.8% | -38.9% | +0.5% |
| 3Y | +95.1% | +34.2% | +60.9% | +101.0% |
| All | +95.1% | +33.3% | +61.7% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling