+1,749.1%
BMY vs FITB
+2,855.6%
-1,106.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +5.0% | -4.7% | +9.8% | +5.8% |
| 3M | +19.4% | +6.7% | +12.7% | +18.1% |
| 6M | +9.5% | +12.6% | -3.0% | +7.4% |
| YTD | +28.1% | +19.1% | +8.9% | +24.2% |
| 1Y | +50.0% | +22.6% | +27.3% | +44.6% |
| 3Y | +24.1% | +127.1% | -103.0% | +7.7% |
| 5Y | +25.0% | +71.8% | -46.8% | +11.2% |
| 10Y | +68.7% | +287.2% | -218.5% | +25.8% |
| All | +1,749.1% | +2,855.6% | -1,106.5% | +613.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling