+244.8%
NEE vs BMY
+63.7%
+181.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.3% | -4.8% | +3.4% | -0.2% |
| 30D | -3.3% | -0.1% | -3.2% | -3.4% |
| 3M | -2.3% | +13.1% | -15.4% | -5.5% |
| 6M | -8.9% | +8.4% | -17.3% | -11.0% |
| YTD | +4.8% | +22.0% | -17.2% | -0.9% |
| 1Y | +18.7% | +40.3% | -21.6% | +8.1% |
| 3Y | +33.2% | +20.5% | +12.7% | +24.7% |
| 5Y | +10.9% | +23.7% | -12.9% | +2.6% |
| All | +244.8% | +63.7% | +181.2% | +204.4% |
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 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