+233.6%
BMY vs FTI
+2,165.1%
-1,931.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.4% | +5.3% | -4.9% | -0.3% |
| 30D | +5.0% | +15.3% | -10.3% | +3.1% |
| 3M | +19.4% | +15.8% | +3.6% | +17.0% |
| 6M | +9.5% | +22.6% | -13.0% | +6.3% |
| YTD | +28.1% | +79.5% | -51.5% | +18.4% |
| 1Y | +50.0% | +102.0% | -52.0% | +36.4% |
| 3Y | +24.1% | +315.8% | -291.7% | +1.0% |
| 5Y | +25.0% | +1,129.5% | -1,104.5% | -15.1% |
| 10Y | +68.7% | +320.9% | -252.3% | +22.1% |
| All | +233.6% | +2,165.1% | -1,931.5% | +54.9% |
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 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