+7,238.0%
NEE vs BMY
+1,782.2%
+5,455.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.4% |
| 7D | +1.9% | +0.4% | +1.6% | +1.9% |
| 30D | -2.2% | +5.0% | -7.2% | -3.2% |
| 3M | -1.2% | +19.4% | -20.6% | -4.9% |
| 6M | -8.6% | +9.5% | -18.1% | -10.5% |
| YTD | +6.2% | +28.1% | -21.9% | +0.5% |
| 1Y | +21.1% | +50.0% | -28.9% | +10.6% |
| 3Y | +36.4% | +24.1% | +12.3% | +28.1% |
| 5Y | +11.4% | +25.0% | -13.6% | +4.0% |
| 10Y | +250.0% | +68.7% | +181.3% | +201.7% |
| All | +7,238.0% | +1,782.2% | +5,455.8% | +3,312.6% |
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