+30.9%
BMY vs FE
+47.0%
-16.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | +2.1% | +1.2% | +0.8% | +1.7% |
| 30D | +7.0% | +4.5% | +2.5% | +5.7% |
| 3M | -0.9% | +1.3% | -2.2% | -1.3% |
| 6M | +14.9% | +8.7% | +6.3% | +12.3% |
| YTD | +22.8% | +9.2% | +13.6% | +19.8% |
| 1Y | +36.2% | +7.0% | +29.3% | +33.6% |
| 3Y | +45.7% | +51.4% | -5.7% | +29.9% |
| All | +30.9% | +47.0% | -16.2% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling