+27.3%
BMY vs FN
+170.4%
-143.0%
-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 | -3.1% | -39.9% | +36.7% | -2.7% |
| 6M | +11.0% | -51.8% | +62.9% | +11.9% |
| YTD | +19.1% | -28.1% | +47.2% | +18.6% |
| 1Y | +37.8% | -29.1% | +66.8% | +37.1% |
| 3Y | +34.2% | +102.4% | -68.2% | +28.6% |
| All | +27.3% | +170.4% | -143.0% | +17.9% |
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 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