+40.4%
BMY vs FTAI
+2,588.5%
-2,548.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -3.3% | +3.9% | -7.2% | -3.6% |
| 30D | 0.0% | -8.8% | +8.8% | +0.4% |
| 3M | +17.7% | -14.5% | +32.2% | +18.4% |
| 6M | +9.6% | -24.0% | +33.7% | +10.6% |
| YTD | +24.0% | +0.5% | +23.5% | +22.7% |
| 1Y | +45.1% | +19.1% | +26.0% | +41.7% |
| 3Y | +22.5% | +460.7% | -438.2% | +2.2% |
| 5Y | +22.3% | +947.3% | -925.0% | -5.3% |
| 10Y | +62.0% | +3,244.4% | -3,182.4% | +10.9% |
| All | +40.4% | +2,588.5% | -2,548.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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