+72.4%
BMY vs TEM
+46.9%
+25.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | -6.4% | -9.2% | +2.8% | -6.0% |
| 30D | +0.2% | +5.5% | -5.3% | -0.2% |
| 3M | +16.0% | +18.7% | -2.8% | +14.7% |
| 6M | +8.3% | +15.4% | -7.1% | +7.0% |
| YTD | +22.2% | -0.5% | +22.7% | +21.3% |
| 1Y | +41.7% | -24.8% | +66.5% | +41.9% |
| All | +72.4% | +46.9% | +25.5% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling