+62.0%
BMY vs FE
+113.1%
-51.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -3.3% | +0.6% | -4.0% | -3.5% |
| 30D | 0.0% | -2.1% | +2.1% | +0.5% |
| 3M | +17.7% | +2.6% | +15.1% | +16.9% |
| 6M | +9.6% | -6.8% | +16.4% | +11.4% |
| YTD | +24.0% | +6.9% | +17.1% | +21.9% |
| 1Y | +45.1% | +11.6% | +33.6% | +41.1% |
| 3Y | +22.5% | +47.7% | -25.2% | +10.7% |
| 5Y | +22.3% | +46.2% | -23.9% | +9.9% |
| 10Y | +62.0% | +109.2% | -47.2% | +36.4% |
| All | +62.0% | +113.1% | -51.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling