+1,319.3%
MU vs BMY
+22.9%
+1,296.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.8% |
| 7D | +7.2% | -3.3% | +10.5% | +6.9% |
| 30D | +14.0% | 0.0% | +14.0% | +14.0% |
| 3M | +5.4% | +17.7% | -12.3% | +6.5% |
| 6M | +170.3% | +9.6% | +160.6% | +173.2% |
| YTD | +250.7% | +24.0% | +226.7% | +252.9% |
| 1Y | +662.1% | +45.1% | +617.0% | +661.6% |
| 3Y | +1,341.2% | +22.5% | +1,318.7% | +1,371.1% |
| 5Y | +1,319.3% | +22.3% | +1,297.1% | +1,400.4% |
| All | +1,319.3% | +22.9% | +1,296.5% | +1,400.4% |
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