+68.0%
BMY vs FIX
+5,885.7%
-5,817.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.0% |
| 7D | +0.4% | +6.0% | -5.7% | -0.1% |
| 30D | +5.0% | -7.2% | +12.3% | +5.5% |
| 3M | +19.4% | -15.9% | +35.2% | +20.4% |
| 6M | +9.5% | +12.7% | -3.2% | +7.4% |
| YTD | +28.1% | +72.8% | -44.7% | +20.9% |
| 1Y | +50.0% | +122.9% | -72.9% | +37.9% |
| 3Y | +24.1% | +774.3% | -750.2% | -6.0% |
| 5Y | +25.0% | +2,049.5% | -2,024.5% | -19.6% |
| All | +68.0% | +5,885.7% | -5,817.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling