+51.2%
MSFT vs BMY
+23.8%
+27.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.1% |
| 7D | -1.4% | -3.3% | +1.9% | -1.4% |
| 30D | -1.0% | 0.0% | -1.0% | -1.0% |
| 3M | +20.2% | +17.7% | +2.5% | +20.7% |
| 6M | +21.3% | +9.6% | +11.6% | +21.5% |
| YTD | +2.8% | +24.0% | -21.2% | +3.3% |
| 1Y | 0.0% | +45.1% | -45.1% | +0.9% |
| 3Y | +51.2% | +22.5% | +28.7% | +68.7% |
| All | +51.2% | +23.8% | +27.4% | +68.7% |
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 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