+57.5%
BMY vs FN
+837.6%
-780.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.9% | -11.9% | -0.6% |
| 7D | -1.4% | +16.3% | -17.7% | -2.4% |
| 30D | +5.1% | -24.7% | +29.9% | +6.5% |
| 3M | -3.0% | -34.9% | +31.9% | -1.1% |
| 6M | +13.1% | -41.1% | +54.2% | +15.2% |
| YTD | +20.3% | -19.6% | +40.0% | +18.9% |
| 1Y | +39.0% | -18.5% | +57.5% | +36.9% |
| 3Y | +42.0% | +119.1% | -77.1% | +23.9% |
| 5Y | +28.5% | +206.9% | -178.4% | +5.5% |
| 10Y | +57.5% | +826.4% | -768.9% | +8.5% |
| All | +57.5% | +837.6% | -780.1% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling