+220.0%
BMY vs FTI
+1,779.9%
-1,559.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.5% |
| 7D | +2.1% | +4.3% | -2.2% | +1.6% |
| 30D | +7.0% | -4.7% | +11.7% | +7.4% |
| 3M | -0.9% | -13.5% | +12.7% | +0.6% |
| 6M | +14.9% | -8.7% | +23.6% | +15.6% |
| YTD | +22.8% | +49.0% | -26.2% | +15.9% |
| 1Y | +36.2% | +54.0% | -17.8% | +28.0% |
| 3Y | +45.7% | +211.6% | -165.9% | +23.0% |
| 5Y | +31.3% | +881.9% | -850.6% | -8.1% |
| 10Y | +60.6% | +188.1% | -127.5% | +22.6% |
| All | +220.0% | +1,779.9% | -1,559.9% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling