+133,470.8%
MSFT vs BMY
+1,782.2%
+131,688.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.5% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +2.7% | +5.0% | -2.3% | +1.1% |
| 3M | +17.0% | +19.4% | -2.4% | +10.5% |
| 6M | +23.8% | +9.5% | +14.3% | +19.7% |
| YTD | +4.0% | +28.1% | -24.1% | -4.6% |
| 1Y | -0.8% | +50.0% | -50.8% | -14.1% |
| 3Y | +55.6% | +24.1% | +31.5% | +38.9% |
| 5Y | +72.9% | +25.0% | +47.9% | +52.2% |
| 10Y | +875.8% | +68.7% | +807.1% | +653.2% |
| All | +133,470.8% | +1,782.2% | +131,688.6% | +24,536.1% |
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