+58.2%
BMY vs FN
+772.0%
-713.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.8% | +1.3% |
| 7D | +1.8% | -4.1% | +5.8% | +1.8% |
| 30D | +6.2% | -28.3% | +34.6% | +7.9% |
| 3M | -2.1% | -33.9% | +31.7% | -0.4% |
| 6M | +14.3% | -43.9% | +58.2% | +16.8% |
| YTD | +21.6% | -23.4% | +45.1% | +20.5% |
| 1Y | +38.8% | -25.4% | +64.2% | +37.4% |
| 3Y | +42.9% | +107.9% | -65.0% | +25.1% |
| 5Y | +30.1% | +195.1% | -165.0% | +6.8% |
| 10Y | +58.2% | +794.1% | -735.9% | +9.5% |
| All | +58.2% | +772.0% | -713.8% | +9.5% |
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