+39.2%
BMY vs FIX
+3.4%
+35.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -1.5% |
| 7D | -0.5% | -17.5% | +16.9% | -0.9% |
| 30D | +4.1% | -41.6% | +45.7% | +4.0% |
| 3M | -2.1% | -40.6% | +38.5% | -2.3% |
| 6M | +12.2% | -49.4% | +61.6% | +12.2% |
| YTD | +20.3% | +9.2% | +11.1% | +11.8% |
| 1Y | +39.2% | +6.5% | +32.7% | +29.0% |
| All | +39.2% | +3.4% | +35.8% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling