+44.6%
BMY vs BTSG
+382.3%
-337.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.8% |
| 7D | -6.4% | -5.8% | -0.6% | -6.2% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | +16.0% | -4.5% | +20.4% | +15.8% |
| 6M | +8.3% | +40.0% | -31.7% | +5.7% |
| YTD | +22.2% | +54.6% | -32.4% | +18.4% |
| 1Y | +41.7% | +106.1% | -64.4% | +34.7% |
| All | +44.6% | +382.3% | -337.8% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling