+802.0%
BMY vs FDS
+9,502.8%
-8,700.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.3% |
| 7D | +0.4% | -1.9% | +2.3% | +0.7% |
| 30D | +5.0% | +9.0% | -4.0% | +3.4% |
| 3M | +19.4% | +18.9% | +0.5% | +15.3% |
| 6M | +9.5% | +35.1% | -25.6% | +2.7% |
| YTD | +28.1% | +5.5% | +22.6% | +24.9% |
| 1Y | +50.0% | -16.8% | +66.8% | +52.2% |
| 3Y | +24.1% | -28.1% | +52.1% | +28.5% |
| 5Y | +25.0% | -17.4% | +42.4% | +25.1% |
| 10Y | +68.7% | +85.4% | -16.8% | +44.4% |
| All | +802.0% | +9,502.8% | -8,700.8% | +376.5% |
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