+61.0%
BMY vs FTI
+301.2%
-240.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.8% |
| 7D | -6.4% | -5.6% | -0.8% | -6.0% |
| 30D | +0.2% | +0.4% | -0.2% | +0.2% |
| 3M | +16.0% | +8.1% | +7.8% | +15.1% |
| 6M | +8.3% | +16.7% | -8.4% | +6.7% |
| YTD | +22.2% | +70.0% | -47.8% | +16.8% |
| 1Y | +41.7% | +85.4% | -43.7% | +34.4% |
| 3Y | +20.7% | +265.9% | -245.2% | +7.2% |
| 5Y | +23.9% | +1,072.7% | -1,048.8% | -3.0% |
| All | +61.0% | +301.2% | -240.2% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling