+1,637.4%
BMY vs FDX
+4,201.0%
-2,563.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.8% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +5.1% | +9.3% | -4.2% | +3.1% |
| 3M | -3.0% | +0.5% | -3.5% | -3.1% |
| 6M | +13.1% | +5.3% | +7.7% | +11.5% |
| YTD | +20.3% | +38.6% | -18.3% | +11.6% |
| 1Y | +39.0% | +53.5% | -14.5% | +26.0% |
| 3Y | +42.0% | +74.2% | -32.2% | +22.7% |
| 5Y | +28.5% | +75.3% | -46.7% | +7.7% |
| 10Y | +57.5% | +156.3% | -98.7% | +14.4% |
| All | +1,637.4% | +4,201.0% | -2,563.6% | +499.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling