+64.6%
BMY vs FDS
+72.8%
-8.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.3% |
| 7D | -4.8% | -8.8% | +4.0% | -2.8% |
| 30D | -0.7% | -1.4% | +0.7% | -0.5% |
| 3M | +15.3% | +13.9% | +1.4% | +11.3% |
| 6M | +8.5% | +27.4% | -18.9% | +1.0% |
| YTD | +23.4% | -2.5% | +25.9% | +22.4% |
| 1Y | +42.9% | -23.8% | +66.7% | +50.8% |
| 3Y | +22.0% | -32.5% | +54.4% | +31.7% |
| 5Y | +24.3% | -23.2% | +47.5% | +26.7% |
| 10Y | +64.6% | +76.4% | -11.8% | +25.3% |
| All | +64.6% | +72.8% | -8.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling