+64.6%
BMY vs FFIV
+239.4%
-174.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.0% |
| 7D | -4.8% | +3.5% | -8.3% | -5.3% |
| 30D | -0.7% | -1.3% | +0.6% | -0.6% |
| 3M | +15.3% | +2.4% | +12.9% | +14.5% |
| 6M | +8.5% | +41.8% | -33.3% | +2.0% |
| YTD | +23.4% | +58.5% | -35.1% | +13.6% |
| 1Y | +42.9% | +24.3% | +18.6% | +36.6% |
| 3Y | +22.0% | +152.0% | -130.1% | +1.2% |
| 5Y | +24.3% | +99.1% | -74.8% | +6.2% |
| 10Y | +64.6% | +242.8% | -178.2% | +14.4% |
| All | +64.6% | +239.4% | -174.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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