+62.5%
T vs BMY
+57.0%
+5.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | -2.9% | +10.0% | -12.9% | -5.2% |
| 3M | -7.5% | -1.2% | -6.3% | -7.3% |
| 6M | -9.9% | +12.8% | -22.7% | -12.9% |
| YTD | -6.4% | +20.7% | -27.1% | -11.5% |
| 1Y | -9.4% | +32.6% | -42.0% | -16.6% |
| 3Y | +64.9% | +41.8% | +23.0% | +45.6% |
| 5Y | +57.0% | +29.0% | +28.0% | +42.1% |
| All | +62.5% | +57.0% | +5.5% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling