+1,749.1%
BMY vs FAST
+71,032.6%
-69,283.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.1% |
| 6M | +9.5% | +8.0% | +1.5% | +7.9% |
| YTD | +28.1% | +25.6% | +2.4% | +22.7% |
| 1Y | +50.0% | +0.8% | +49.2% | +49.2% |
| 3Y | +24.1% | +86.1% | -62.0% | +10.0% |
| 5Y | +25.0% | +100.2% | -75.2% | +8.4% |
| 10Y | +68.7% | +494.2% | -425.5% | +19.2% |
| All | +1,749.1% | +71,032.6% | -69,283.4% | +531.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling