+885.0%
MSFT vs BMY
+61.9%
+823.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -1.0% | -4.8% | +3.8% | +0.1% |
| 30D | -2.7% | -0.7% | -2.0% | -2.6% |
| 3M | +22.1% | +15.3% | +6.8% | +18.2% |
| 6M | +20.6% | +8.5% | +12.0% | +18.0% |
| YTD | +2.3% | +23.4% | -21.1% | -3.2% |
| 1Y | -0.5% | +42.9% | -43.5% | -9.6% |
| 3Y | +50.5% | +22.0% | +28.6% | +40.3% |
| 5Y | +72.3% | +24.3% | +48.0% | +57.6% |
| 10Y | +885.0% | +64.6% | +820.4% | +733.7% |
| All | +885.0% | +61.9% | +823.2% | +733.7% |
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