+68.5%
BMY vs FAST
+586.8%
-518.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -0.5% | +2.1% | -2.6% | -1.0% |
| 30D | +4.1% | +6.9% | -2.8% | +2.3% |
| 3M | -2.1% | +4.8% | -7.0% | -3.4% |
| 6M | +12.2% | +19.8% | -7.6% | +7.0% |
| YTD | +20.3% | +34.9% | -14.6% | +11.1% |
| 1Y | +39.2% | +32.8% | +6.4% | +29.0% |
| 3Y | +35.6% | +93.7% | -58.2% | +13.0% |
| 5Y | +28.6% | +105.3% | -76.7% | +3.9% |
| All | +68.5% | +586.8% | -518.3% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling