+1,486.4%
BMY vs FLEX
+5,196.9%
-3,710.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.3% |
| 7D | +1.8% | -13.6% | +15.4% | +2.7% |
| 30D | +6.2% | -36.5% | +42.7% | +9.4% |
| 3M | -2.1% | -36.4% | +34.3% | +0.5% |
| 6M | +14.3% | -46.5% | +60.7% | +18.2% |
| YTD | +21.6% | +25.9% | -4.3% | +16.2% |
| 1Y | +38.8% | +19.6% | +19.2% | +33.0% |
| 3Y | +42.9% | +287.0% | -244.1% | +22.3% |
| 5Y | +30.1% | +466.6% | -436.6% | +6.6% |
| 10Y | +58.2% | +626.9% | -568.8% | +22.2% |
| All | +1,486.4% | +5,196.9% | -3,710.5% | +855.0% |
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