+30.9%
BMY vs FIX
+1,026.2%
-995.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.8% |
| 7D | +2.1% | +9.4% | -7.4% | +2.2% |
| 30D | +7.0% | -27.8% | +34.8% | +6.8% |
| 3M | -0.9% | -35.6% | +34.7% | -1.1% |
| 6M | +14.9% | -45.2% | +60.2% | +14.6% |
| YTD | +22.8% | +19.5% | +3.4% | +22.2% |
| 1Y | +36.2% | +24.2% | +12.0% | +35.6% |
| 3Y | +45.7% | +494.2% | -448.5% | +41.3% |
| All | +30.9% | +1,026.2% | -995.4% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling