+346.4%
BMY vs FIX
+7,843.3%
-7,496.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -2.1% |
| 7D | -0.5% | -17.5% | +16.9% | +1.1% |
| 30D | +4.1% | -41.6% | +45.7% | +9.3% |
| 3M | -3.1% | -40.6% | +37.5% | +1.3% |
| 6M | +11.0% | -49.4% | +60.4% | +17.3% |
| YTD | +19.1% | +9.2% | +9.9% | +15.3% |
| 1Y | +37.8% | +6.5% | +31.3% | +33.5% |
| 3Y | +34.2% | +448.7% | -414.5% | +4.0% |
| 5Y | +27.2% | +948.7% | -921.5% | -10.4% |
| 10Y | +72.1% | +3,659.7% | -3,587.6% | +0.2% |
| All | +346.4% | +7,843.3% | -7,496.9% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling