+1,570.6%
BMY vs FLEX
+7,523.3%
-5,952.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | +5.0% | -10.1% | +15.2% | +5.8% |
| 3M | +19.4% | -31.3% | +50.7% | +22.2% |
| 6M | +9.5% | +71.3% | -61.7% | +3.2% |
| YTD | +28.1% | +81.2% | -53.2% | +19.8% |
| 1Y | +50.0% | +98.5% | -48.5% | +38.9% |
| 3Y | +24.1% | +428.2% | -404.2% | +4.2% |
| 5Y | +25.0% | +657.3% | -632.3% | +0.8% |
| 10Y | +68.7% | +995.9% | -927.3% | +27.1% |
| All | +1,570.6% | +7,523.3% | -5,952.7% | +884.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling