+48.1%
BMY vs TENB
-9.4%
+57.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.3% |
| 7D | -4.8% | -12.1% | +7.3% | -3.8% |
| 30D | -0.1% | -18.6% | +18.5% | +1.3% |
| 3M | +13.1% | +12.1% | +1.0% | +11.2% |
| 6M | +8.4% | +46.8% | -38.4% | +3.6% |
| YTD | +22.0% | +28.0% | -6.0% | +17.8% |
| 1Y | +40.3% | -1.4% | +41.7% | +38.7% |
| 3Y | +20.5% | -33.9% | +54.5% | +22.3% |
| 5Y | +23.7% | -34.6% | +58.3% | +21.5% |
| All | +48.1% | -9.4% | +57.5% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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