+179.5%
BMY vs FFIV
+7,518.9%
-7,339.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | +0.4% | -1.0% | +1.3% | +0.4% |
| 30D | +5.0% | -5.1% | +10.1% | +5.3% |
| 3M | +19.4% | -4.5% | +23.8% | +19.6% |
| 6M | +9.5% | +36.5% | -26.9% | +7.2% |
| YTD | +28.1% | +53.0% | -24.9% | +24.3% |
| 1Y | +50.0% | +24.2% | +25.8% | +47.3% |
| 3Y | +24.1% | +137.2% | -113.1% | +16.6% |
| 5Y | +25.0% | +91.8% | -66.8% | +18.3% |
| 10Y | +68.7% | +215.2% | -146.5% | +53.9% |
| All | +179.5% | +7,518.9% | -7,339.4% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling