+22.3%
BMY vs FFIV
+92.2%
-69.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -3.3% | -1.5% | -1.8% | -3.3% |
| 30D | 0.0% | -2.7% | +2.6% | +0.1% |
| 3M | +17.7% | -1.7% | +19.4% | +17.6% |
| 6M | +9.6% | +36.1% | -26.5% | +6.7% |
| YTD | +24.0% | +52.6% | -28.7% | +19.4% |
| 1Y | +45.1% | +21.5% | +23.6% | +42.2% |
| 3Y | +22.5% | +142.7% | -120.2% | +12.5% |
| 5Y | +22.3% | +92.6% | -70.3% | +13.2% |
| All | +22.3% | +92.2% | -69.9% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling