+750.0%
BMY vs FDS
+10,448.9%
-9,699.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -1.3% | -2.6% | +1.3% | -0.8% |
| 30D | +10.0% | +14.1% | -4.1% | +7.4% |
| 3M | -1.2% | +19.8% | -20.9% | -4.5% |
| 6M | +12.8% | +55.0% | -42.2% | +3.4% |
| YTD | +20.7% | +15.9% | +4.8% | +15.5% |
| 1Y | +32.6% | +24.2% | +8.4% | +25.2% |
| 3Y | +41.8% | -24.0% | +65.9% | +45.3% |
| 5Y | +29.0% | -23.3% | +52.3% | +30.7% |
| 10Y | +57.8% | +128.0% | -70.3% | +30.2% |
| All | +750.0% | +10,448.9% | -9,699.0% | +340.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling