+23.8%
BMY vs FGI
-74.8%
+98.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -25.2% | +27.0% | +1.9% |
| 7D | +2.1% | -14.4% | +16.5% | +2.1% |
| 30D | +7.0% | -11.8% | +18.8% | +7.0% |
| 3M | -0.9% | -46.2% | +45.4% | -0.6% |
| 6M | +14.9% | +5.2% | +9.8% | +14.1% |
| YTD | +22.8% | +10.5% | +12.3% | +21.6% |
| 1Y | +36.2% | +25.5% | +10.7% | +34.6% |
| 3Y | +45.7% | -16.0% | +61.7% | +43.9% |
| All | +23.8% | -74.8% | +98.6% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling