+60.7%
BMY vs FLR
+19.7%
+41.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -4.8% | -3.5% | -1.3% | -4.6% |
| 30D | -0.1% | +4.2% | -4.3% | -0.3% |
| 3M | +13.1% | +8.1% | +5.0% | +12.5% |
| 6M | +8.4% | +21.5% | -13.1% | +7.0% |
| YTD | +22.0% | +36.8% | -14.8% | +19.6% |
| 1Y | +40.3% | +31.2% | +9.1% | +37.6% |
| 3Y | +20.5% | +53.9% | -33.4% | +15.5% |
| 5Y | +23.7% | +243.0% | -219.3% | +11.8% |
| All | +60.7% | +19.7% | +41.0% | +56.6% |
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