+41.3%
BMY vs FIGR
-29.9%
+71.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +1.7% |
| 7D | +2.1% | +11.0% | -8.9% | +2.4% |
| 30D | +7.0% | +0.7% | +6.3% | +7.1% |
| 3M | -0.9% | -20.9% | +20.0% | -1.2% |
| 6M | +14.9% | -37.7% | +52.7% | +13.9% |
| YTD | +22.8% | -38.2% | +61.1% | +22.5% |
| 1Y | +36.2% | -27.1% | +63.3% | +38.0% |
| All | +41.3% | -29.9% | +71.2% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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