+32.8%
NET vs BMY
+47.1%
-14.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.0% |
| 7D | -7.0% | +0.4% | -7.3% | -7.0% |
| 30D | -4.8% | +5.0% | -9.8% | -4.7% |
| 3M | +3.8% | +19.4% | -15.6% | +4.7% |
| 6M | +50.0% | +9.5% | +40.5% | +51.9% |
| YTD | +41.5% | +28.1% | +13.4% | +40.2% |
| 1Y | +32.8% | +50.0% | -17.2% | +33.2% |
| All | +32.8% | +47.1% | -14.3% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling