+22.5%
BMY vs FDS
-30.4%
+52.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -2.7% |
| 7D | -3.3% | -5.4% | +2.1% | -2.7% |
| 30D | 0.0% | +1.6% | -1.6% | -0.3% |
| 3M | +17.7% | +17.7% | 0.0% | +14.9% |
| 6M | +9.6% | +29.1% | -19.4% | +5.4% |
| YTD | +24.0% | +1.0% | +23.0% | +24.8% |
| 1Y | +45.1% | -21.6% | +66.7% | +53.7% |
| 3Y | +22.5% | -30.1% | +52.6% | +34.2% |
| All | +22.5% | -30.4% | +52.9% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling