+1,527.5%
META vs BMY
+227.3%
+1,300.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | -1.6% | +19.4% | -21.0% | -5.8% |
| 6M | -7.5% | +9.5% | -17.0% | -9.8% |
| YTD | -6.4% | +28.1% | -34.5% | -12.2% |
| 1Y | -17.3% | +50.0% | -67.3% | -25.8% |
| 3Y | +109.9% | +24.1% | +85.9% | +94.6% |
| 5Y | +65.4% | +25.0% | +40.4% | +52.2% |
| 10Y | +391.8% | +68.7% | +323.1% | +306.2% |
| All | +1,527.5% | +227.3% | +1,300.2% | +1,229.1% |
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