+1,502.3%
BMY vs FLEX
+5,119.6%
-3,617.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.1% |
| 7D | +2.1% | +7.5% | -5.4% | +1.4% |
| 30D | +7.0% | -25.3% | +32.3% | +8.9% |
| 3M | -0.9% | -39.7% | +38.8% | +2.2% |
| 6M | +14.9% | -47.9% | +62.8% | +19.2% |
| YTD | +22.8% | +24.1% | -1.3% | +17.5% |
| 1Y | +36.2% | +26.0% | +10.3% | +30.0% |
| 3Y | +45.7% | +282.7% | -237.0% | +24.7% |
| 5Y | +31.3% | +424.2% | -393.0% | +8.3% |
| 10Y | +60.6% | +613.8% | -553.2% | +24.2% |
| All | +1,502.3% | +5,119.6% | -3,617.3% | +865.5% |
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