+61.0%
BMY vs FITB
+288.7%
-227.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | -6.4% | -1.0% | -5.4% | -6.2% |
| 30D | +0.2% | -5.5% | +5.7% | +1.2% |
| 3M | +16.0% | +4.1% | +11.8% | +15.0% |
| 6M | +8.3% | +18.7% | -10.4% | +4.7% |
| YTD | +22.2% | +18.2% | +4.0% | +18.0% |
| 1Y | +41.7% | +23.7% | +18.0% | +35.5% |
| 3Y | +20.7% | +130.8% | -110.0% | +2.1% |
| 5Y | +23.9% | +69.8% | -45.8% | +8.3% |
| All | +61.0% | +288.7% | -227.7% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling