+25.2%
BMY vs TECK
+199.3%
-174.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.4% |
| 7D | -4.8% | +4.9% | -9.7% | -5.0% |
| 30D | -0.7% | +5.2% | -5.9% | -0.8% |
| 3M | +15.3% | +13.8% | +1.5% | +14.8% |
| 6M | +8.5% | +38.5% | -30.0% | +7.1% |
| YTD | +23.4% | +47.3% | -23.9% | +21.3% |
| 1Y | +42.9% | +81.0% | -38.1% | +39.3% |
| 3Y | +22.0% | +79.9% | -57.9% | +17.7% |
| All | +25.2% | +199.3% | -174.1% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling