+45.6%
BMY vs FAST
+32.0%
+13.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.5% |
| 7D | +6.0% | +3.4% | +2.6% | +5.0% |
| 30D | +9.1% | +5.5% | +3.6% | +7.4% |
| 3M | -2.6% | +7.6% | -10.2% | -4.8% |
| 6M | +13.1% | +19.8% | -6.7% | +6.8% |
| YTD | +23.0% | +35.5% | -12.4% | +11.1% |
| 1Y | +45.6% | +31.6% | +13.9% | +34.2% |
| All | +45.6% | +32.0% | +13.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling