+674.1%
BMY vs FLUT
+2,054.3%
-1,380.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | +0.4% | -1.6% | +2.0% | +0.4% |
| 30D | +5.0% | +7.7% | -2.7% | +4.8% |
| 3M | +19.4% | -0.7% | +20.1% | +19.3% |
| 6M | +9.5% | -11.2% | +20.7% | +9.7% |
| YTD | +28.1% | -53.4% | +81.5% | +30.0% |
| 1Y | +50.0% | -65.8% | +115.7% | +53.2% |
| 3Y | +24.1% | -44.9% | +69.0% | +25.0% |
| 5Y | +25.0% | -49.7% | +74.7% | +25.5% |
| 10Y | +68.7% | -9.7% | +78.4% | +66.6% |
| All | +674.1% | +2,054.3% | -1,380.2% | +609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling