+26.9%
BMY vs FN
+158.4%
-131.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -1.9% |
| 7D | +0.4% | -1.7% | +2.0% | +0.4% |
| 30D | +5.0% | -22.0% | +27.0% | +5.1% |
| 3M | +19.4% | -43.0% | +62.4% | +20.1% |
| 6M | +9.5% | -27.7% | +37.3% | +9.4% |
| YTD | +28.1% | -10.5% | +38.6% | +27.2% |
| 1Y | +50.0% | +12.5% | +37.5% | +48.5% |
| All | +26.9% | +158.4% | -131.5% | +12.9% |
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