+3,306.4%
V vs BMY
+485.3%
+2,821.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | -1.4% | +0.6% | -0.2% |
| 30D | +9.5% | +5.1% | +4.4% | +7.3% |
| 3M | +16.7% | -3.0% | +19.7% | +17.7% |
| 6M | +32.9% | +13.1% | +19.9% | +25.9% |
| YTD | +21.1% | +20.3% | +0.8% | +11.1% |
| 1Y | +26.6% | +39.0% | -12.4% | +9.4% |
| 3Y | +78.4% | +42.0% | +36.4% | +47.4% |
| 5Y | +105.5% | +28.5% | +76.9% | +74.7% |
| 10Y | +444.2% | +57.5% | +386.7% | +306.5% |
| All | +3,306.4% | +485.3% | +2,821.1% | +949.5% |
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