+22.5%
BMY vs FLEX
+475.0%
-452.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.6% | -3.1% |
| 7D | -3.3% | +7.0% | -10.3% | -3.2% |
| 30D | 0.0% | -5.8% | +5.8% | -0.1% |
| 3M | +17.7% | -24.2% | +41.9% | +17.2% |
| 6M | +9.6% | +90.8% | -81.2% | +9.2% |
| YTD | +24.0% | +89.2% | -65.2% | +23.4% |
| 1Y | +45.1% | +104.7% | -59.6% | +44.3% |
| 3Y | +22.5% | +478.1% | -455.6% | +29.9% |
| All | +22.5% | +475.0% | -452.5% | +29.9% |
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