+60.4%
BMY vs FND
+57.9%
+2.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.0% |
| 7D | +2.1% | -6.8% | +8.9% | +2.9% |
| 30D | +7.0% | +8.0% | -1.0% | +5.9% |
| 3M | -0.9% | -18.9% | +18.1% | +1.3% |
| 6M | +14.9% | +4.7% | +10.2% | +13.5% |
| YTD | +22.8% | -21.6% | +44.4% | +24.8% |
| 1Y | +36.2% | -22.0% | +58.3% | +38.5% |
| 3Y | +45.7% | -40.4% | +86.1% | +50.4% |
| 5Y | +31.3% | -63.8% | +95.1% | +40.0% |
| All | +60.4% | +57.9% | +2.5% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling