+59.3%
BMY vs FITB
+226.2%
-166.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | +9.3% | +7.0% | +2.2% | +7.9% |
| 3M | -0.1% | -4.8% | +4.7% | +0.8% |
| 6M | +15.5% | +13.5% | +1.9% | +12.6% |
| YTD | +21.8% | +19.1% | +2.7% | +17.5% |
| 1Y | +34.9% | +30.8% | +4.1% | +27.8% |
| 3Y | +43.2% | +141.6% | -98.4% | +20.7% |
| 5Y | +30.7% | +48.3% | -17.6% | +17.7% |
| 10Y | +59.3% | +215.9% | -156.7% | +20.5% |
| All | +59.3% | +226.2% | -166.9% | +20.5% |
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