+102.8%
NOK vs BMY
+22.8%
+80.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +8.7% | -6.4% | +15.1% | +9.4% |
| 30D | +12.5% | +0.2% | +12.3% | +12.3% |
| 3M | -20.7% | +16.0% | -36.7% | -22.4% |
| 6M | +36.2% | +8.3% | +27.8% | +34.5% |
| YTD | +64.1% | +22.2% | +42.0% | +58.8% |
| 1Y | +132.4% | +41.7% | +90.7% | +119.4% |
| 3Y | +182.9% | +20.7% | +162.1% | +174.8% |
| 5Y | +102.8% | +23.9% | +78.9% | +102.1% |
| All | +102.8% | +22.8% | +80.0% | +102.1% |
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