+31.4%
BMY vs FRSH
-72.4%
+103.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -4.8% | -9.6% | +4.7% | -4.5% |
| 30D | -0.7% | -0.4% | -0.2% | -0.7% |
| 3M | +15.3% | +27.2% | -11.9% | +14.6% |
| 6M | +8.5% | +42.2% | -33.7% | +7.5% |
| YTD | +23.4% | -2.6% | +26.1% | +23.3% |
| 1Y | +42.9% | -10.2% | +53.1% | +43.0% |
| 3Y | +22.0% | -45.5% | +67.5% | +22.6% |
| All | +31.4% | -72.4% | +103.8% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 all: compounded portfolio wealth divided by compounded FRSH 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…
all analysis · Full analysis span regression · 6 months rolling