+36.2%
BMY vs FLUT
-63.2%
+99.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | +2.1% | -0.7% | +2.8% | +2.1% |
| 30D | +7.0% | +9.3% | -2.3% | +6.9% |
| 3M | -0.9% | -17.5% | +16.6% | -0.5% |
| 6M | +14.9% | -14.6% | +29.5% | +15.9% |
| YTD | +22.8% | -62.3% | +85.1% | +23.3% |
| 1Y | +36.2% | -59.6% | +95.9% | +35.3% |
| All | +36.2% | -63.2% | +99.4% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling