+1,497.9%
META vs BMY
+209.2%
+1,288.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.6% |
| 7D | -3.1% | +2.8% | -5.9% | -3.7% |
| 30D | -18.1% | +5.9% | -24.0% | -19.2% |
| 3M | +2.9% | -0.8% | +3.6% | +2.7% |
| 6M | +0.2% | +12.1% | -11.9% | -3.1% |
| YTD | -8.1% | +21.0% | -29.1% | -13.0% |
| 1Y | -4.5% | +40.4% | -45.0% | -12.9% |
| 3Y | +94.2% | +36.3% | +57.9% | +73.6% |
| 5Y | +79.1% | +29.3% | +49.8% | +62.0% |
| 10Y | +405.9% | +74.8% | +331.1% | +313.0% |
| All | +1,497.9% | +209.2% | +1,288.6% | +1,217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling