+523.3%
ON vs BMY
+59.8%
+463.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -4.2% |
| 7D | +12.2% | +2.1% | +10.2% | +11.5% |
| 30D | -3.1% | +7.0% | -10.1% | -5.4% |
| 3M | -12.9% | -0.9% | -12.0% | -13.0% |
| 6M | -38.6% | +14.9% | -53.5% | -42.5% |
| YTD | +31.2% | +22.8% | +8.4% | +19.5% |
| 1Y | +47.6% | +36.2% | +11.4% | +29.1% |
| 3Y | +6.6% | +45.7% | -39.1% | -11.9% |
| 5Y | +21.3% | +31.3% | -10.0% | +1.8% |
| All | +523.3% | +59.8% | +463.6% | +372.2% |
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