+45.6%
BMY vs FTV
+37.8%
+7.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.7% |
| 7D | +6.0% | +6.6% | -0.6% | +5.2% |
| 30D | +9.1% | +19.1% | -10.0% | +6.8% |
| 3M | -2.6% | +13.1% | -15.7% | -4.1% |
| 6M | +13.1% | +14.0% | -0.9% | +11.3% |
| YTD | +23.0% | +24.2% | -1.2% | +18.4% |
| 1Y | +45.6% | +36.4% | +9.2% | +35.9% |
| All | +45.6% | +37.8% | +7.8% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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