+22.3%
BMY vs FDX
+63.0%
-40.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.8% |
| 7D | -3.3% | -3.3% | 0.0% | -2.9% |
| 30D | 0.0% | -1.4% | +1.3% | +0.1% |
| 3M | +17.7% | -4.5% | +22.2% | +18.4% |
| 6M | +9.6% | +9.4% | +0.2% | +8.1% |
| YTD | +24.0% | +36.0% | -12.0% | +19.0% |
| 1Y | +45.1% | +75.5% | -30.4% | +35.2% |
| 3Y | +22.5% | +62.8% | -40.3% | +13.8% |
| 5Y | +22.3% | +64.4% | -42.1% | +10.7% |
| All | +22.3% | +63.0% | -40.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 5y: compounded portfolio wealth divided by compounded FDX 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…
5y analysis · Full analysis span regression · 6 months rolling