+203.8%
BMY vs FANG
+1,416.0%
-1,212.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -6.4% | +1.2% | -7.6% | -6.5% |
| 30D | +0.2% | +2.4% | -2.2% | 0.0% |
| 3M | +16.0% | +5.1% | +10.9% | +15.4% |
| 6M | +8.3% | +16.4% | -8.1% | +6.6% |
| YTD | +22.2% | +39.0% | -16.8% | +18.3% |
| 1Y | +41.7% | +50.6% | -8.9% | +36.0% |
| 3Y | +20.7% | +46.9% | -26.2% | +15.0% |
| 5Y | +23.9% | +238.2% | -214.3% | +7.7% |
| 10Y | +62.9% | +181.3% | -118.3% | +33.2% |
| All | +203.8% | +1,416.0% | -1,212.1% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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