+34.9%
BMY vs FIVE
+66.9%
-32.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +9.3% | +17.4% | -8.1% | +7.4% |
| 3M | -0.1% | +7.0% | -7.1% | -1.0% |
| 6M | +15.5% | +20.5% | -5.0% | +12.5% |
| YTD | +21.8% | +33.1% | -11.3% | +14.4% |
| 1Y | +34.9% | +67.1% | -32.2% | +11.9% |
| All | +34.9% | +66.9% | -32.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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