+43.1%
BMY vs FIX
+511.4%
-468.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -1.0% |
| 7D | -1.3% | +16.9% | -18.2% | -0.9% |
| 30D | +10.0% | -30.6% | +40.6% | +9.3% |
| 3M | -1.2% | -35.1% | +33.9% | -1.8% |
| 6M | +12.8% | -44.0% | +56.8% | +11.9% |
| YTD | +20.7% | +21.0% | -0.4% | +20.8% |
| 1Y | +32.6% | +16.2% | +16.5% | +32.6% |
| All | +43.1% | +511.4% | -468.3% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling