+30.7%
BMY vs FN
+212.0%
-181.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | +0.2% |
| 7D | -2.0% | +8.0% | -10.0% | -2.0% |
| 30D | +9.3% | -19.1% | +28.4% | +9.6% |
| 3M | -0.1% | -29.8% | +29.8% | +0.3% |
| 6M | +15.5% | -43.2% | +58.7% | +16.2% |
| YTD | +21.8% | -18.9% | +40.8% | +21.3% |
| 1Y | +34.9% | -17.9% | +52.7% | +34.1% |
| 3Y | +43.2% | +120.1% | -76.9% | +37.3% |
| 5Y | +30.7% | +206.7% | -176.0% | +21.1% |
| All | +30.7% | +212.0% | -181.3% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling