+71.4%
MSFT vs BMY
+22.9%
+48.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | -1.4% | -3.3% | +1.9% | -1.2% |
| 30D | -1.0% | 0.0% | -1.0% | -1.0% |
| 3M | +20.2% | +17.7% | +2.5% | +19.5% |
| 6M | +21.3% | +9.6% | +11.6% | +20.8% |
| YTD | +2.8% | +24.0% | -21.2% | +1.8% |
| 1Y | 0.0% | +45.1% | -45.1% | -1.8% |
| 3Y | +51.2% | +22.5% | +28.7% | +52.4% |
| 5Y | +71.4% | +22.3% | +49.1% | +93.3% |
| All | +71.4% | +22.9% | +48.6% | +93.3% |
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