+22.0%
BMY vs TEL
+65.7%
-43.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -4.8% | +1.2% | -6.0% | -5.0% |
| 30D | -0.7% | -4.1% | +3.4% | -0.2% |
| 3M | +15.3% | -2.6% | +17.9% | +15.5% |
| 6M | +8.5% | 0.0% | +8.5% | +7.9% |
| YTD | +23.4% | -9.1% | +32.5% | +24.3% |
| 1Y | +42.9% | -0.8% | +43.8% | +41.0% |
| All | +22.0% | +65.7% | -43.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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