+68.5%
BMY vs FIX
+3,608.1%
-3,539.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -1.9% |
| 7D | -0.5% | -17.5% | +16.9% | +0.5% |
| 30D | +4.1% | -41.6% | +45.7% | +7.7% |
| 3M | -2.1% | -40.6% | +38.5% | +1.0% |
| 6M | +12.2% | -49.4% | +61.6% | +16.8% |
| YTD | +20.3% | +9.2% | +11.1% | +16.5% |
| 1Y | +39.2% | +6.5% | +32.7% | +34.9% |
| 3Y | +35.6% | +448.7% | -413.1% | +4.5% |
| 5Y | +28.6% | +948.7% | -920.2% | -12.8% |
| All | +68.5% | +3,608.1% | -3,539.6% | -12.9% |
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