+164.4%
BMY vs FLR
+513.8%
-349.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +2.1% | +5.4% | -3.3% | +1.4% |
| 30D | +7.0% | +2.8% | +4.2% | +6.5% |
| 3M | -0.9% | -6.4% | +5.5% | -0.4% |
| 6M | +14.9% | +8.8% | +6.2% | +12.7% |
| YTD | +22.8% | +23.6% | -0.8% | +17.9% |
| 1Y | +36.2% | +13.8% | +22.4% | +32.0% |
| 3Y | +45.7% | +36.5% | +9.2% | +33.3% |
| 5Y | +31.3% | +119.3% | -88.1% | +9.8% |
| 10Y | +60.6% | +8.0% | +52.6% | +35.8% |
| All | +164.4% | +513.8% | -349.4% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling