+24.3%
BMY vs FND
-61.3%
+85.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -4.8% | -0.8% | -4.0% | -4.7% |
| 30D | -0.7% | -19.6% | +18.9% | +1.3% |
| 3M | +15.3% | -4.3% | +19.7% | +15.4% |
| 6M | +8.5% | -20.4% | +29.0% | +10.2% |
| YTD | +23.4% | -21.9% | +45.3% | +25.3% |
| 1Y | +42.9% | -45.2% | +88.1% | +49.6% |
| 3Y | +22.0% | -49.2% | +71.2% | +27.1% |
| 5Y | +24.3% | -61.8% | +86.1% | +26.7% |
| All | +24.3% | -61.3% | +85.6% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling