+546.8%
ON vs BMY
+57.0%
+489.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.5% |
| 7D | +17.0% | -1.3% | +18.3% | +17.5% |
| 30D | -3.9% | +10.0% | -13.8% | -7.0% |
| 3M | -11.5% | -1.2% | -10.4% | -11.6% |
| 6M | -29.2% | +12.8% | -42.0% | -33.3% |
| YTD | +36.2% | +20.7% | +15.5% | +24.7% |
| 1Y | +49.6% | +32.6% | +17.0% | +32.1% |
| 3Y | +9.4% | +41.8% | -32.4% | -8.6% |
| 5Y | +25.8% | +29.0% | -3.2% | +6.3% |
| All | +546.8% | +57.0% | +489.8% | +392.8% |
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