+206.8%
ON vs BMY
+251.4%
-44.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +3.3% | -2.0% | +5.3% | +4.3% |
| 30D | -3.1% | +9.3% | -12.4% | -6.9% |
| 3M | -9.2% | -0.1% | -9.2% | -9.8% |
| 6M | -31.4% | +15.5% | -46.8% | -36.9% |
| YTD | +36.0% | +21.8% | +14.1% | +21.9% |
| 1Y | +52.0% | +34.9% | +17.1% | +30.4% |
| 3Y | +9.3% | +43.2% | -33.9% | -11.9% |
| 5Y | +26.5% | +30.7% | -4.2% | +3.8% |
| 10Y | +556.1% | +59.3% | +496.9% | +383.4% |
| All | +206.8% | +251.4% | -44.7% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling