+34.2%
BMY vs FAST
+91.8%
-57.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.5% |
| 3M | -3.1% | +4.8% | -8.0% | -4.3% |
| 6M | +11.0% | +19.8% | -8.7% | +6.2% |
| YTD | +19.1% | +34.9% | -15.8% | +10.8% |
| 1Y | +37.8% | +32.8% | +5.0% | +28.6% |
| 3Y | +34.2% | +93.7% | -59.6% | +19.2% |
| All | +34.2% | +91.8% | -57.6% | +19.2% |
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 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