+60.1%
BMY vs TAP
-46.0%
+106.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.5% | +1.0% |
| 7D | +2.1% | +1.3% | +0.8% | +1.8% |
| 30D | +7.0% | +5.7% | +1.3% | +5.6% |
| 3M | -0.9% | -1.9% | +1.0% | -0.6% |
| 6M | +14.9% | +0.9% | +14.0% | +14.3% |
| YTD | +22.8% | -9.5% | +32.3% | +24.7% |
| 1Y | +36.2% | -9.0% | +45.2% | +38.1% |
| 3Y | +45.7% | -22.2% | +67.9% | +51.8% |
| 5Y | +31.3% | +1.2% | +30.0% | +26.9% |
| All | +60.1% | -46.0% | +106.0% | +63.0% |
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