+45.7%
BMY vs FLEX
+281.5%
-235.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +1.7% |
| 7D | +2.1% | +7.5% | -5.4% | +2.3% |
| 30D | +7.0% | -25.3% | +32.3% | +6.5% |
| 3M | -0.9% | -39.7% | +38.8% | -1.6% |
| 6M | +14.9% | -47.9% | +62.8% | +13.8% |
| YTD | +22.8% | +24.1% | -1.3% | +20.6% |
| 1Y | +36.2% | +26.0% | +10.3% | +33.7% |
| 3Y | +45.7% | +282.7% | -237.0% | +38.9% |
| All | +45.7% | +281.5% | -235.8% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling