+32.6%
NET vs BMY
+31.5%
+1.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -2.7% |
| 7D | -16.4% | +6.0% | -22.3% | -16.5% |
| 30D | -25.8% | +9.1% | -35.0% | -26.1% |
| 3M | -11.5% | -2.6% | -9.0% | -11.2% |
| 6M | +18.9% | +13.1% | +5.8% | +18.2% |
| YTD | +35.2% | +23.0% | +12.2% | +33.1% |
| 1Y | +14.5% | +45.6% | -31.1% | +11.0% |
| 3Y | +313.8% | +38.5% | +275.3% | +302.0% |
| 5Y | +32.6% | +31.9% | +0.7% | +19.4% |
| All | +32.6% | +31.5% | +1.1% | +19.4% |
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