+334.3%
BMY vs FE
+561.4%
-227.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +0.4% | +1.9% | -1.6% | -0.2% |
| 30D | +5.0% | -1.2% | +6.2% | +5.3% |
| 3M | +19.4% | +3.5% | +15.9% | +18.2% |
| 6M | +9.5% | -6.1% | +15.6% | +11.3% |
| YTD | +28.1% | +7.6% | +20.5% | +25.2% |
| 1Y | +50.0% | +11.9% | +38.1% | +45.0% |
| 3Y | +24.1% | +48.4% | -24.4% | +9.9% |
| 5Y | +25.0% | +44.8% | -19.8% | +10.4% |
| 10Y | +68.7% | +115.9% | -47.2% | +26.2% |
| All | +334.3% | +561.4% | -227.1% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling