+45.6%
BMY vs FTI
+57.1%
-11.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +3.8% |
| 7D | +6.0% | -9.7% | +15.6% | +5.3% |
| 30D | +9.1% | -8.2% | +17.3% | +8.7% |
| 3M | -2.6% | -7.8% | +5.2% | -3.0% |
| 6M | +13.1% | -13.4% | +26.6% | +12.5% |
| YTD | +23.0% | +45.1% | -22.0% | +11.7% |
| 1Y | +45.6% | +54.6% | -9.0% | +27.2% |
| All | +45.6% | +57.1% | -11.5% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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