+22.3%
BMY vs FLUT
-50.1%
+72.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.2% |
| 7D | -3.3% | +3.8% | -7.1% | -3.4% |
| 30D | 0.0% | +6.3% | -6.3% | -0.3% |
| 3M | +17.7% | -4.0% | +21.8% | +17.8% |
| 6M | +9.6% | -10.3% | +19.9% | +9.8% |
| YTD | +24.0% | -53.2% | +77.2% | +26.6% |
| 1Y | +45.1% | -65.0% | +110.1% | +49.5% |
| 3Y | +22.5% | -43.9% | +66.4% | +23.3% |
| 5Y | +22.3% | -49.2% | +71.5% | +23.9% |
| All | +22.3% | -50.1% | +72.4% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling