+44.3%
BMY vs BTSG
+389.4%
-345.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.2% |
| 7D | -4.8% | -3.3% | -1.5% | -4.7% |
| 30D | -0.1% | -1.6% | +1.5% | -0.1% |
| 3M | +13.1% | -6.9% | +20.0% | +13.1% |
| 6M | +8.4% | +42.1% | -33.7% | +5.7% |
| YTD | +22.0% | +56.8% | -34.9% | +18.1% |
| 1Y | +40.3% | +109.8% | -69.5% | +33.2% |
| All | +44.3% | +389.4% | -345.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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