+1,642.5%
BMY vs FITB
+2,827.5%
-1,185.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | +10.0% | +7.3% | +2.6% | +8.8% |
| 3M | -1.2% | -6.3% | +5.2% | -0.2% |
| 6M | +12.8% | +12.6% | +0.3% | +10.6% |
| YTD | +20.7% | +18.0% | +2.7% | +17.2% |
| 1Y | +32.6% | +28.9% | +3.7% | +27.0% |
| 3Y | +41.8% | +139.4% | -97.6% | +22.3% |
| 5Y | +29.0% | +47.2% | -18.2% | +17.7% |
| 10Y | +57.8% | +213.0% | -155.3% | +21.6% |
| All | +1,642.5% | +2,827.5% | -1,185.0% | +573.3% |
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