+47.6%
ON vs BMY
+35.2%
+12.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.5% |
| 7D | +12.2% | +2.1% | +10.2% | +12.5% |
| 30D | -3.1% | +7.0% | -10.1% | -2.4% |
| 3M | -12.9% | -0.9% | -12.0% | -12.5% |
| 6M | -38.6% | +14.9% | -53.5% | -37.6% |
| YTD | +31.2% | +22.8% | +8.4% | +27.0% |
| 1Y | +47.6% | +36.2% | +11.4% | +33.7% |
| All | +47.6% | +35.2% | +12.5% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling