+28.8%
BMY vs FTV
+90.8%
-62.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +0.4% | -4.5% | +4.9% | +1.6% |
| 30D | +5.0% | -7.1% | +12.1% | +7.0% |
| 3M | +19.4% | -7.2% | +26.6% | +21.4% |
| 6M | +9.5% | -1.5% | +11.0% | +9.4% |
| YTD | +28.1% | +3.5% | +24.6% | +25.7% |
| 1Y | +50.0% | +20.3% | +29.6% | +41.1% |
| 3Y | +24.1% | -3.1% | +27.2% | +22.1% |
| 5Y | +25.0% | +2.3% | +22.6% | +19.3% |
| 10Y | +68.7% | +76.3% | -7.7% | +40.8% |
| All | +28.8% | +90.8% | -62.0% | +7.3% |
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