+67.1%
MSFT vs BMY
+30.0%
+37.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | +2.3% | +1.8% | +0.6% | +2.3% |
| 30D | -0.4% | +6.2% | -6.6% | -0.7% |
| 3M | +5.6% | -2.1% | +7.7% | +5.7% |
| 6M | +29.0% | +14.3% | +14.7% | +28.4% |
| YTD | +10.9% | +21.6% | -10.7% | +10.0% |
| 1Y | +6.2% | +38.8% | -32.6% | +4.6% |
| 3Y | +47.6% | +42.9% | +4.7% | +43.0% |
| All | +67.1% | +30.0% | +37.1% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling