+28.5%
BMY vs FLUT
-53.8%
+82.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.4% | -6.5% | +5.1% | -1.2% |
| 30D | +5.1% | +2.8% | +2.3% | +5.0% |
| 3M | -3.0% | -13.5% | +10.5% | -2.7% |
| 6M | +13.1% | -19.0% | +32.0% | +13.6% |
| YTD | +20.3% | -61.9% | +82.2% | +23.5% |
| 1Y | +39.0% | -63.2% | +102.3% | +42.7% |
| 3Y | +42.0% | -46.0% | +88.0% | +43.0% |
| 5Y | +28.5% | -51.8% | +80.3% | +29.4% |
| All | +28.5% | -53.8% | +82.3% | +29.4% |
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