+45.7%
BMY vs FTV
+39.2%
+6.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.1% | +3.9% | -1.8% | +1.3% |
| 30D | +7.0% | +18.7% | -11.7% | +3.4% |
| 3M | -0.9% | +10.0% | -10.9% | -2.8% |
| 6M | +14.9% | +14.6% | +0.4% | +11.5% |
| YTD | +22.8% | +23.4% | -0.6% | +16.5% |
| 1Y | +36.2% | +31.3% | +4.9% | +27.2% |
| 3Y | +45.7% | +39.8% | +5.9% | +26.7% |
| All | +45.7% | +39.2% | +6.5% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling