-6.4%
T vs BMY
+45.9%
-52.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -2.0% | +1.2% |
| 7D | +5.5% | +6.0% | -0.5% | +4.2% |
| 30D | -8.9% | +9.1% | -18.1% | -10.2% |
| 3M | -5.6% | -2.6% | -3.0% | -5.5% |
| 6M | -14.3% | +13.1% | -27.4% | -15.8% |
| YTD | -7.9% | +23.0% | -30.9% | -9.4% |
| 1Y | -6.4% | +45.6% | -52.0% | -9.6% |
| All | -6.4% | +45.9% | -52.3% | -9.6% |
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