+98.7%
BMY vs FWONK
+276.3%
-177.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -6.4% | -1.5% | -4.8% | -6.2% |
| 30D | +0.2% | -6.8% | +7.0% | +1.2% |
| 3M | +16.0% | +7.7% | +8.2% | +14.6% |
| 6M | +8.3% | +11.0% | -2.6% | +6.5% |
| YTD | +22.2% | -3.1% | +25.3% | +22.3% |
| 1Y | +41.7% | -3.5% | +45.2% | +41.8% |
| 3Y | +20.7% | +44.6% | -23.9% | +12.5% |
| 5Y | +23.9% | +98.3% | -74.3% | +8.5% |
| 10Y | +62.9% | +339.3% | -276.4% | +22.2% |
| All | +98.7% | +276.3% | -177.7% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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