+6,002.1%
MU vs BMY
+62.6%
+5,939.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.9% |
| 7D | +7.2% | -3.3% | +10.5% | +7.9% |
| 30D | +14.0% | 0.0% | +14.0% | +13.8% |
| 3M | +5.4% | +17.7% | -12.3% | +1.0% |
| 6M | +170.3% | +9.6% | +160.6% | +161.9% |
| YTD | +250.7% | +24.0% | +226.7% | +227.4% |
| 1Y | +662.1% | +45.1% | +617.0% | +576.6% |
| 3Y | +1,341.2% | +22.5% | +1,318.7% | +1,225.1% |
| 5Y | +1,319.3% | +22.3% | +1,297.1% | +1,176.6% |
| All | +6,002.1% | +62.6% | +5,939.5% | +4,792.0% |
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