+11.0%
BMY vs FPS
+24.3%
-13.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.2% | -3.2% |
| 7D | -3.3% | +10.4% | -13.7% | -3.5% |
| 30D | 0.0% | -16.5% | +16.5% | +0.2% |
| 3M | +17.7% | -45.5% | +63.3% | +18.6% |
| 6M | +9.6% | +2.1% | +7.5% | +5.0% |
| All | +11.0% | +24.3% | -13.2% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling