+1,749.1%
BMY vs TAP
+825.0%
+924.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.4% | -2.3% | +2.7% | +0.8% |
| 30D | +5.0% | -2.1% | +7.2% | +5.3% |
| 3M | +19.4% | +6.6% | +12.8% | +17.9% |
| 6M | +9.5% | -11.5% | +21.0% | +11.6% |
| YTD | +28.1% | -10.3% | +38.3% | +30.0% |
| 1Y | +50.0% | -14.4% | +64.4% | +53.3% |
| 3Y | +24.1% | -28.3% | +52.4% | +30.1% |
| 5Y | +25.0% | +1.7% | +23.3% | +22.0% |
| 10Y | +68.7% | -49.2% | +117.9% | +79.0% |
| All | +1,749.1% | +825.0% | +924.1% | +1,142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling