+60.1%
BMY vs FLR
+7.4%
+52.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | +2.1% | +5.4% | -3.3% | +1.8% |
| 30D | +7.0% | +2.8% | +4.2% | +6.8% |
| 3M | -0.9% | -6.4% | +5.5% | -0.7% |
| 6M | +14.9% | +8.8% | +6.2% | +14.1% |
| YTD | +22.8% | +23.6% | -0.8% | +20.9% |
| 1Y | +36.2% | +13.8% | +22.4% | +34.6% |
| 3Y | +45.7% | +36.5% | +9.2% | +40.4% |
| 5Y | +31.3% | +119.3% | -88.1% | +21.8% |
| All | +60.1% | +7.4% | +52.7% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling