+28.6%
BMY vs FN
+170.4%
-141.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.2% | -1.6% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.1% | -34.3% | +38.4% | +4.5% |
| 3M | -2.1% | -39.9% | +37.7% | -1.7% |
| 6M | +12.2% | -51.8% | +64.0% | +13.0% |
| YTD | +20.3% | -28.1% | +48.5% | +19.8% |
| 1Y | +39.2% | -29.1% | +68.3% | +38.5% |
| 3Y | +35.6% | +102.4% | -66.9% | +30.0% |
| All | +28.6% | +170.4% | -141.7% | +19.1% |
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