+23.5%
BMY vs FTV
+127.6%
-104.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.1% | +3.9% | -1.8% | +1.0% |
| 30D | +7.0% | +18.7% | -11.7% | +2.2% |
| 3M | -0.9% | +10.0% | -10.9% | -3.5% |
| 6M | +14.9% | +14.6% | +0.4% | +10.4% |
| YTD | +22.8% | +23.4% | -0.6% | +14.9% |
| 1Y | +36.2% | +31.3% | +4.9% | +25.2% |
| 3Y | +45.7% | +39.8% | +5.9% | +29.6% |
| 5Y | +31.3% | +17.7% | +13.6% | +21.0% |
| 10Y | +60.6% | +110.2% | -49.6% | +27.1% |
| All | +23.5% | +127.6% | -104.0% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling