+58.7%
BMY vs FLEX
+645.9%
-587.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | 0.0% |
| 7D | -2.0% | +2.2% | -4.2% | -2.2% |
| 30D | +9.3% | -32.6% | +41.9% | +11.6% |
| 3M | -0.1% | -35.5% | +35.4% | +2.2% |
| 6M | +15.5% | -45.6% | +61.0% | +18.8% |
| YTD | +21.8% | +30.7% | -8.9% | +15.0% |
| 1Y | +34.9% | +28.4% | +6.5% | +27.3% |
| 3Y | +43.2% | +301.7% | -258.5% | +17.2% |
| 5Y | +30.7% | +473.3% | -442.5% | +0.9% |
| All | +58.7% | +645.9% | -587.1% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling