-9.1%
T vs BMY
+47.1%
-56.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.7% |
| 7D | -1.3% | +0.4% | -1.6% | -1.3% |
| 30D | +11.4% | +5.0% | +6.3% | +10.7% |
| 3M | +14.3% | +19.4% | -5.1% | +12.1% |
| 6M | -9.3% | +9.5% | -18.8% | -10.8% |
| YTD | +7.1% | +28.1% | -21.0% | +5.1% |
| 1Y | -9.1% | +50.0% | -59.1% | -10.9% |
| All | -9.1% | +47.1% | -56.2% | -10.9% |
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 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