+56.9%
ON vs BMY
+22.7%
+34.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.9% | -4.8% | +2.9% | -1.3% |
| 30D | -11.0% | -0.7% | -10.4% | -11.0% |
| 3M | -39.3% | +15.3% | -54.7% | -40.5% |
| 6M | +19.8% | +8.5% | +11.3% | +18.6% |
| YTD | +31.1% | +23.4% | +7.6% | +26.6% |
| 1Y | +46.0% | +42.9% | +3.1% | +37.3% |
| 3Y | -27.5% | +22.0% | -49.5% | -29.3% |
| 5Y | +56.9% | +24.3% | +32.6% | +57.8% |
| All | +56.9% | +22.7% | +34.2% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling