+1,655.9%
BMY vs FAST
+78,946.0%
-77,290.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +1.8% | +4.8% | -3.0% | +0.9% |
| 30D | +6.2% | +8.6% | -2.4% | +4.7% |
| 3M | -2.1% | +5.7% | -7.8% | -3.2% |
| 6M | +14.3% | +25.5% | -11.2% | +9.6% |
| YTD | +21.6% | +39.6% | -18.0% | +14.3% |
| 1Y | +38.8% | +35.5% | +3.3% | +31.1% |
| 3Y | +42.9% | +96.2% | -53.3% | +25.6% |
| 5Y | +30.1% | +110.2% | -80.1% | +11.8% |
| 10Y | +58.2% | +531.8% | -473.7% | +10.5% |
| All | +1,655.9% | +78,946.0% | -77,290.1% | +488.6% |
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 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