+356.9%
BMY vs FERG
+1,335.0%
-978.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | -3.3% | +3.4% | -6.7% | -3.5% |
| 30D | 0.0% | -11.5% | +11.5% | +0.7% |
| 3M | +17.7% | +1.3% | +16.5% | +17.6% |
| 6M | +9.6% | -1.0% | +10.6% | +9.6% |
| YTD | +24.0% | +3.2% | +20.8% | +23.6% |
| 1Y | +45.1% | -3.0% | +48.1% | +45.1% |
| 3Y | +22.5% | +55.0% | -32.5% | +19.1% |
| 5Y | +22.3% | +72.6% | -50.4% | +17.6% |
| 10Y | +62.0% | +358.9% | -297.0% | +48.3% |
| All | +356.9% | +1,335.0% | -978.1% | +314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling