+176.7%
BMY vs FIVE
+822.5%
-645.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | +4.1% | +17.7% | -13.6% | +2.6% |
| 3M | -2.1% | +4.0% | -6.1% | -2.6% |
| 6M | +12.2% | +2.6% | +9.6% | +11.5% |
| YTD | +20.3% | +27.6% | -7.2% | +17.1% |
| 1Y | +39.2% | +59.9% | -20.8% | +32.7% |
| 3Y | +35.6% | +35.8% | -0.2% | +28.3% |
| 5Y | +28.6% | +14.4% | +14.1% | +21.6% |
| 10Y | +73.9% | +576.1% | -502.3% | +33.7% |
| All | +176.7% | +822.5% | -645.8% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling