+1,655.9%
BMY vs TAP
+813.1%
+842.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +1.8% | -4.5% | +6.3% | +2.6% |
| 30D | +6.2% | +7.5% | -1.2% | +4.8% |
| 3M | -2.1% | -4.9% | +2.7% | -1.4% |
| 6M | +14.3% | -3.5% | +17.7% | +14.7% |
| YTD | +21.6% | -11.4% | +33.0% | +23.6% |
| 1Y | +38.8% | -10.8% | +49.6% | +40.8% |
| 3Y | +42.9% | -24.5% | +67.4% | +48.5% |
| 5Y | +30.1% | +2.5% | +27.6% | +26.8% |
| 10Y | +58.2% | -47.6% | +105.8% | +67.1% |
| All | +1,655.9% | +813.1% | +842.8% | +1,081.3% |
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