+13.6%
BMY vs BTDR
+19.6%
-6.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.2% |
| 7D | -4.8% | -3.4% | -1.4% | -4.7% |
| 30D | -0.1% | +32.6% | -32.7% | -0.3% |
| 3M | +13.1% | -32.2% | +45.3% | +13.2% |
| 6M | +8.4% | +52.4% | -44.0% | +7.6% |
| YTD | +22.0% | +6.7% | +15.3% | +21.3% |
| 1Y | +40.3% | -15.2% | +55.5% | +39.4% |
| 3Y | +20.5% | +14.9% | +5.6% | +18.4% |
| 5Y | +23.7% | +20.8% | +2.9% | +20.7% |
| All | +13.6% | +19.6% | -6.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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