+45.6%
BMY vs FITB
+36.9%
+8.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.6% | +3.6% |
| 7D | +6.0% | +2.3% | +3.6% | +5.4% |
| 30D | +9.1% | +7.7% | +1.4% | +7.1% |
| 3M | -2.6% | -4.5% | +1.9% | -1.8% |
| 6M | +13.1% | +12.5% | +0.6% | +9.4% |
| YTD | +23.0% | +19.8% | +3.2% | +15.8% |
| 1Y | +45.6% | +34.1% | +11.4% | +29.3% |
| All | +45.6% | +36.9% | +8.7% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling