+60.7%
BMY vs FERG
+351.3%
-290.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -4.8% | -2.6% | -2.2% | -4.5% |
| 30D | -0.1% | -8.9% | +8.8% | +0.7% |
| 3M | +13.1% | -2.0% | +15.2% | +13.2% |
| 6M | +8.4% | -3.2% | +11.6% | +8.6% |
| YTD | +22.0% | +1.5% | +20.5% | +21.7% |
| 1Y | +40.3% | +0.5% | +39.8% | +40.0% |
| 3Y | +20.5% | +50.4% | -29.9% | +15.9% |
| 5Y | +23.7% | +68.7% | -45.0% | +17.0% |
| All | +60.7% | +351.3% | -290.6% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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