+25.8%
BMY vs FN
+289.0%
-263.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.3% |
| 3M | +19.4% | -43.0% | +62.4% | +20.3% |
| 6M | +9.5% | -27.7% | +37.3% | +9.5% |
| YTD | +28.1% | -10.5% | +38.6% | +27.3% |
| 1Y | +50.0% | +12.5% | +37.5% | +48.3% |
| 3Y | +24.1% | +153.8% | -129.7% | +18.5% |
| All | +25.8% | +289.0% | -263.2% | +15.3% |
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 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