+42.6%
BMY vs FIGR
+6.3%
+36.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -3.0% |
| 7D | -3.3% | +13.5% | -16.9% | -3.0% |
| 30D | 0.0% | +33.7% | -33.7% | +1.1% |
| 3M | +17.7% | +37.3% | -19.6% | +19.4% |
| 6M | +9.6% | +25.5% | -15.9% | +11.3% |
| YTD | +24.0% | -6.3% | +30.3% | +24.9% |
| All | +42.6% | +6.3% | +36.3% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling