+64.6%
BMY vs TAP
-51.4%
+116.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -4.8% | -5.1% | +0.3% | -3.7% |
| 30D | -0.7% | -8.4% | +7.8% | +1.3% |
| 3M | +15.3% | -3.9% | +19.3% | +16.2% |
| 6M | +8.5% | -14.4% | +22.9% | +12.0% |
| YTD | +23.4% | -14.7% | +38.2% | +27.2% |
| 1Y | +42.9% | -18.7% | +61.6% | +48.6% |
| 3Y | +22.0% | -32.6% | +54.6% | +31.2% |
| 5Y | +24.3% | -1.4% | +25.7% | +21.1% |
| 10Y | +64.6% | -50.4% | +115.0% | +58.9% |
| All | +64.6% | -51.4% | +116.0% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling