+165.4%
BMY vs FFIV
+6,091.4%
-5,926.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.8% | -4.2% | +5.9% | +2.0% |
| 30D | +6.2% | -33.9% | +40.1% | +8.7% |
| 3M | -2.1% | -22.6% | +20.5% | -0.9% |
| 6M | +14.3% | -10.4% | +24.6% | +14.5% |
| YTD | +21.6% | +24.3% | -2.7% | +19.2% |
| 1Y | +38.8% | +31.8% | +7.0% | +35.5% |
| 3Y | +42.9% | +99.5% | -56.6% | +35.4% |
| 5Y | +30.1% | +40.7% | -10.7% | +25.2% |
| 10Y | +58.2% | +126.9% | -68.7% | +46.7% |
| All | +165.4% | +6,091.4% | -5,926.0% | +102.4% |
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 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