+15.5%
BMY vs BTDR
+26.7%
-11.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.3% | -5.5% | -3.2% |
| 7D | -3.3% | +22.4% | -25.7% | -3.5% |
| 30D | 0.0% | +16.5% | -16.5% | -0.2% |
| 3M | +17.7% | -31.5% | +49.2% | +17.9% |
| 6M | +9.6% | +74.0% | -64.4% | +8.7% |
| YTD | +24.0% | +13.0% | +11.0% | +23.3% |
| 1Y | +45.1% | -0.2% | +45.3% | +44.0% |
| 3Y | +22.5% | +9.9% | +12.6% | +20.4% |
| 5Y | +22.3% | +28.1% | -5.8% | +19.3% |
| All | +15.5% | +26.7% | -11.2% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling