+61.0%
BMY vs FHN
+129.4%
-68.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -6.4% | -0.8% | -5.6% | -6.3% |
| 30D | +0.2% | -2.6% | +2.9% | +0.5% |
| 3M | +16.0% | +0.8% | +15.1% | +15.7% |
| 6M | +8.3% | +9.2% | -0.9% | +6.9% |
| YTD | +22.2% | +5.1% | +17.1% | +21.1% |
| 1Y | +41.7% | +12.2% | +29.5% | +39.0% |
| 3Y | +20.7% | +132.4% | -111.7% | +6.2% |
| 5Y | +23.9% | +91.1% | -67.2% | +7.9% |
| All | +61.0% | +129.4% | -68.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FHN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling