+380.1%
BMY vs FIX
+12,471.5%
-12,091.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.1% |
| 7D | +0.4% | +6.0% | -5.7% | -0.3% |
| 30D | +5.0% | -7.2% | +12.3% | +5.7% |
| 3M | +19.4% | -15.9% | +35.2% | +20.8% |
| 6M | +9.5% | +12.7% | -3.2% | +7.0% |
| YTD | +28.1% | +72.8% | -44.7% | +19.2% |
| 1Y | +50.0% | +122.9% | -72.9% | +35.0% |
| 3Y | +24.1% | +774.3% | -750.2% | -7.9% |
| 5Y | +25.0% | +2,049.5% | -2,024.5% | -18.1% |
| 10Y | +68.7% | +5,821.5% | -5,752.8% | -5.8% |
| All | +380.1% | +12,471.5% | -12,091.4% | +112.6% |
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