+20.5%
BMY vs TDY
+46.9%
-26.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -4.8% | -1.1% | -3.6% | -4.6% |
| 30D | -0.1% | -12.0% | +12.0% | +2.1% |
| 3M | +13.1% | -3.2% | +16.3% | +13.5% |
| 6M | +8.4% | -7.9% | +16.3% | +9.6% |
| YTD | +22.0% | +18.2% | +3.7% | +17.3% |
| 1Y | +40.3% | +6.7% | +33.6% | +37.4% |
| 3Y | +20.5% | +47.5% | -27.0% | +9.8% |
| All | +20.5% | +46.9% | -26.4% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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