-8.4%
T vs BMY
+42.1%
-50.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -2.4% | -6.4% | +3.9% | -1.8% |
| 30D | +4.3% | +0.2% | +4.1% | +4.3% |
| 3M | +11.6% | +16.0% | -4.4% | +10.1% |
| 6M | -5.6% | +8.3% | -13.9% | -6.6% |
| YTD | +6.6% | +22.2% | -15.6% | +5.4% |
| 1Y | -8.4% | +41.7% | -50.1% | -9.4% |
| All | -8.4% | +42.1% | -50.5% | -9.4% |
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