+22.0%
BMY vs TAP
-33.0%
+55.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -4.8% | -5.1% | +0.3% | -3.5% |
| 30D | -0.7% | -8.4% | +7.8% | +1.5% |
| 3M | +15.3% | -3.9% | +19.3% | +16.1% |
| 6M | +8.5% | -14.4% | +22.9% | +12.3% |
| YTD | +23.4% | -14.7% | +38.2% | +27.3% |
| 1Y | +42.9% | -18.7% | +61.6% | +49.2% |
| All | +22.0% | -33.0% | +55.0% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling