+22.8%
BMY vs FGI
-68.3%
+91.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | +0.1% |
| 7D | -2.0% | +6.9% | -8.9% | -2.0% |
| 30D | +9.3% | +3.9% | +5.3% | +9.2% |
| 3M | -0.1% | +74.3% | -74.4% | -1.0% |
| 6M | +15.5% | +28.9% | -13.5% | +14.6% |
| YTD | +21.8% | +39.1% | -17.3% | +20.4% |
| 1Y | +34.9% | +49.3% | -14.5% | +33.1% |
| 3Y | +43.2% | +5.7% | +37.4% | +41.3% |
| All | +22.8% | -68.3% | +91.1% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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