+39.2%
BMY vs FN
-33.3%
+72.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.2% | -1.4% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.1% | -34.3% | +38.4% | +4.4% |
| 3M | -2.1% | -39.9% | +37.7% | -1.9% |
| 6M | +12.2% | -51.8% | +64.0% | +13.1% |
| YTD | +20.3% | -28.1% | +48.5% | +17.3% |
| 1Y | +39.2% | -29.1% | +68.3% | +34.1% |
| All | +39.2% | -33.3% | +72.5% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling