+24.3%
BMY vs FLR
+245.1%
-220.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | -0.4% |
| 7D | -4.8% | -3.1% | -1.7% | -4.7% |
| 30D | -0.7% | +4.9% | -5.6% | -0.8% |
| 3M | +15.3% | +10.8% | +4.5% | +15.0% |
| 6M | +8.5% | +19.7% | -11.1% | +8.0% |
| YTD | +23.4% | +38.4% | -14.9% | +22.4% |
| 1Y | +42.9% | +34.7% | +8.2% | +41.7% |
| 3Y | +22.0% | +56.7% | -34.7% | +18.1% |
| 5Y | +24.3% | +241.6% | -217.3% | +12.0% |
| All | +24.3% | +245.1% | -220.7% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling