+42.0%
BMY vs FN
+112.9%
-70.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.9% | -11.9% | +0.1% |
| 7D | -1.4% | +16.3% | -17.7% | -1.2% |
| 30D | +5.1% | -24.7% | +29.9% | +5.3% |
| 3M | -3.0% | -34.9% | +31.9% | -2.8% |
| 6M | +13.1% | -41.1% | +54.2% | +13.3% |
| YTD | +20.3% | -19.6% | +40.0% | +19.9% |
| 1Y | +39.0% | -18.5% | +57.5% | +38.4% |
| 3Y | +42.0% | +119.1% | -77.1% | +34.3% |
| All | +42.0% | +112.9% | -70.9% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling