-27.4%
ON vs BMY
+23.8%
-51.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -4.1% |
| 7D | -2.2% | -3.3% | +1.2% | -1.8% |
| 30D | -12.4% | 0.0% | -12.4% | -12.4% |
| 3M | -41.2% | +17.7% | -58.9% | -42.4% |
| 6M | +25.0% | +9.6% | +15.4% | +23.9% |
| YTD | +31.3% | +24.0% | +7.3% | +26.9% |
| 1Y | +45.4% | +45.1% | +0.3% | +36.6% |
| 3Y | -27.4% | +22.5% | -49.9% | -26.3% |
| All | -27.4% | +23.8% | -51.2% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling