+45.3%
BMY vs BTSG
+493.4%
-448.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +2.1% | +6.0% | -4.0% | +1.8% |
| 30D | +7.0% | +12.4% | -5.4% | +6.4% |
| 3M | -0.9% | +18.2% | -19.1% | -1.6% |
| 6M | +14.9% | +26.0% | -11.1% | +13.3% |
| YTD | +22.8% | +90.1% | -67.3% | +17.9% |
| 1Y | +36.2% | +124.3% | -88.0% | +29.5% |
| All | +45.3% | +493.4% | -448.1% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling