+74.2%
BMY vs TEM
+53.2%
+21.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.2% | -0.3% |
| 7D | -4.8% | -1.1% | -3.7% | -4.8% |
| 30D | -0.7% | +11.3% | -12.0% | -1.2% |
| 3M | +15.3% | +25.5% | -10.2% | +13.8% |
| 6M | +8.5% | +17.1% | -8.6% | +7.1% |
| YTD | +23.4% | +3.8% | +19.7% | +22.3% |
| 1Y | +42.9% | -24.4% | +67.3% | +43.1% |
| All | +74.2% | +53.2% | +21.0% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling