+501.1%
BMY vs TCOM
+2,658.7%
-2,157.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.1% |
| 7D | -3.3% | -7.6% | +4.3% | -2.7% |
| 30D | 0.0% | -12.2% | +12.2% | +1.0% |
| 3M | +17.7% | -14.2% | +31.9% | +19.1% |
| 6M | +9.6% | -25.0% | +34.6% | +12.1% |
| YTD | +24.0% | -43.7% | +67.7% | +29.5% |
| 1Y | +45.1% | -44.5% | +89.6% | +51.7% |
| 3Y | +22.5% | +13.4% | +9.1% | +18.4% |
| 5Y | +22.3% | +26.5% | -4.2% | +13.5% |
| 10Y | +62.0% | -10.3% | +72.2% | +50.2% |
| All | +501.1% | +2,658.7% | -2,157.5% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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