+138.6%
NOK vs BMY
+63.7%
+74.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +11.0% | -4.8% | +15.7% | +12.1% |
| 30D | +7.8% | -0.1% | +7.9% | +7.7% |
| 3M | -21.0% | +13.1% | -34.1% | -23.7% |
| 6M | +40.9% | +8.4% | +32.5% | +37.0% |
| YTD | +72.0% | +22.0% | +50.1% | +62.2% |
| 1Y | +140.9% | +40.3% | +100.6% | +118.2% |
| 3Y | +194.3% | +20.5% | +173.7% | +173.5% |
| 5Y | +112.5% | +23.7% | +88.8% | +94.4% |
| All | +138.6% | +63.7% | +74.9% | +108.3% |
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