+1,655.9%
BMY vs FITB
+2,843.2%
-1,187.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.8% | +0.5% | +1.3% | +1.7% |
| 30D | +6.2% | +7.0% | -0.8% | +5.1% |
| 3M | -2.1% | -4.4% | +2.2% | -1.5% |
| 6M | +14.3% | +11.6% | +2.7% | +12.2% |
| YTD | +21.6% | +18.6% | +3.0% | +18.0% |
| 1Y | +38.8% | +29.8% | +9.0% | +32.8% |
| 3Y | +42.9% | +140.7% | -97.8% | +23.2% |
| 5Y | +30.1% | +48.6% | -18.6% | +18.5% |
| 10Y | +58.2% | +224.4% | -166.2% | +21.2% |
| All | +1,655.9% | +2,843.2% | -1,187.3% | +577.9% |
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