+57.5%
BMY vs FIX
+4,032.2%
-3,974.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | -0.6% |
| 7D | -1.4% | -7.2% | +5.8% | -1.2% |
| 30D | +5.1% | -35.1% | +40.2% | +7.9% |
| 3M | -3.0% | -34.3% | +31.3% | -0.7% |
| 6M | +13.1% | -42.9% | +56.0% | +16.5% |
| YTD | +20.3% | +19.5% | +0.9% | +15.9% |
| 1Y | +39.0% | +16.8% | +22.2% | +34.0% |
| 3Y | +42.0% | +506.7% | -464.7% | +9.2% |
| 5Y | +28.5% | +1,046.7% | -1,018.2% | -12.7% |
| 10Y | +57.5% | +3,800.0% | -3,742.4% | -12.4% |
| All | +57.5% | +4,032.2% | -3,974.7% | -12.4% |
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