+1,682.3%
NOK vs BMY
+1,480.4%
+201.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.4% | +7.3% |
| 7D | +7.3% | -3.3% | +10.6% | +8.4% |
| 30D | +13.8% | 0.0% | +13.8% | +13.5% |
| 3M | -27.0% | +17.7% | -44.7% | -31.9% |
| 6M | +37.6% | +9.6% | +28.0% | +31.0% |
| YTD | +64.6% | +24.0% | +40.6% | +49.6% |
| 1Y | +132.0% | +45.1% | +86.9% | +97.5% |
| 3Y | +183.7% | +22.5% | +161.2% | +149.8% |
| 5Y | +101.3% | +22.3% | +79.0% | +75.3% |
| 10Y | +122.4% | +62.0% | +60.4% | +65.8% |
| All | +1,682.3% | +1,480.4% | +201.9% | +547.5% |
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