+8.9%
BMY vs FPS
-17.4%
+26.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.0% | +0.9% |
| 7D | +1.8% | -20.9% | +22.6% | +1.2% |
| 30D | +6.2% | -46.3% | +52.6% | +5.7% |
| 3M | -2.1% | -42.9% | +40.7% | -2.6% |
| 6M | +14.3% | -46.8% | +61.1% | +11.8% |
| All | +8.9% | -17.4% | +26.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling