+44.5%
BMY vs FAST
+98.9%
-54.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -2.0% | +4.3% | -6.3% | -3.0% |
| 30D | +9.3% | +8.3% | +0.9% | +7.2% |
| 3M | -0.1% | +6.5% | -6.6% | -1.6% |
| 6M | +15.5% | +29.5% | -14.0% | +8.4% |
| YTD | +21.8% | +41.3% | -19.4% | +12.1% |
| 1Y | +34.9% | +37.4% | -2.5% | +24.9% |
| All | +44.5% | +98.9% | -54.4% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling