+25.2%
BMY vs FTV
-0.7%
+25.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | -0.7% | -9.5% | +8.8% | +1.2% |
| 3M | +15.3% | -10.9% | +26.2% | +17.7% |
| 6M | +8.5% | -0.6% | +9.2% | +8.2% |
| YTD | +23.4% | +1.4% | +22.0% | +22.2% |
| 1Y | +42.9% | +17.6% | +25.3% | +37.3% |
| 3Y | +22.0% | -3.3% | +25.2% | +20.1% |
| All | +25.2% | -0.7% | +25.9% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling