+61.0%
BMY vs FTV
+80.1%
-19.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | -6.4% | -5.2% | -1.2% | -5.0% |
| 30D | +0.2% | -11.5% | +11.7% | +3.5% |
| 3M | +16.0% | -9.0% | +25.0% | +18.6% |
| 6M | +8.3% | -2.0% | +10.3% | +8.3% |
| YTD | +22.2% | -0.9% | +23.1% | +21.3% |
| 1Y | +41.7% | +14.8% | +26.9% | +34.8% |
| 3Y | +20.7% | -5.5% | +26.2% | +19.5% |
| 5Y | +23.9% | -1.9% | +25.8% | +19.6% |
| All | +61.0% | +80.1% | -19.1% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling