+633.2%
BMY vs TECK
+2,265.7%
-1,632.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.2% | -7.3% | -3.5% |
| 7D | -3.3% | +7.8% | -11.1% | -3.9% |
| 30D | 0.0% | +8.3% | -8.3% | -0.7% |
| 3M | +17.7% | +16.1% | +1.7% | +16.1% |
| 6M | +9.6% | +42.9% | -33.2% | +6.0% |
| YTD | +24.0% | +50.8% | -26.8% | +19.0% |
| 1Y | +45.1% | +106.1% | -61.0% | +35.5% |
| 3Y | +22.5% | +84.0% | -61.5% | +13.8% |
| 5Y | +22.3% | +223.5% | -201.2% | +6.0% |
| 10Y | +62.0% | +378.1% | -316.1% | +28.4% |
| All | +633.2% | +2,265.7% | -1,632.6% | +388.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling