+25.8%
BMY vs FAST
+100.5%
-74.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.6% | -2.0% |
| 7D | +0.4% | -0.4% | +0.7% | +0.4% |
| 30D | +5.0% | -0.8% | +5.8% | +5.1% |
| 3M | +19.4% | +5.8% | +13.6% | +17.9% |
| 6M | +9.5% | +8.0% | +1.5% | +7.6% |
| YTD | +28.1% | +25.6% | +2.4% | +22.3% |
| 1Y | +50.0% | +0.8% | +49.2% | +48.7% |
| 3Y | +24.1% | +86.1% | -62.0% | +10.9% |
| All | +25.8% | +100.5% | -74.7% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling