+43.2%
BMY vs FITB
+24.0%
+19.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | -0.7% | -5.1% | +4.5% | +0.4% |
| 3M | +15.3% | +3.5% | +11.8% | +14.2% |
| 6M | +8.5% | +17.2% | -8.7% | +4.9% |
| YTD | +23.4% | +17.6% | +5.8% | +18.3% |
| All | +43.2% | +24.0% | +19.2% | +32.7% |
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