+45.6%
BMY vs TECK
+59.3%
-13.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +4.0% |
| 7D | +6.0% | +2.3% | +3.7% | +5.9% |
| 30D | +9.1% | -5.0% | +14.2% | +9.2% |
| 3M | -2.6% | -0.3% | -2.3% | -2.6% |
| 6M | +13.1% | +13.9% | -0.7% | +12.0% |
| YTD | +23.0% | +35.2% | -12.2% | +18.7% |
| 1Y | +45.6% | +57.5% | -12.0% | +34.9% |
| All | +45.6% | +59.3% | -13.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling