+572.1%
ON vs BMY
+64.0%
+508.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -4.7% | -6.4% | +1.6% | -2.7% |
| 30D | -13.5% | +0.2% | -13.7% | -13.7% |
| 3M | -36.3% | +16.0% | -52.3% | -40.0% |
| 6M | +17.8% | +8.3% | +9.4% | +13.1% |
| YTD | +29.6% | +22.2% | +7.4% | +19.0% |
| 1Y | +45.8% | +41.7% | +4.1% | +26.3% |
| 3Y | -28.3% | +20.7% | -49.0% | -35.1% |
| 5Y | +49.6% | +23.9% | +25.7% | +30.8% |
| All | +572.1% | +64.0% | +508.2% | +441.8% |
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