+23.9%
BMY vs TGT
-26.4%
+50.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -6.4% | -5.0% | -1.3% | -5.7% |
| 30D | +0.2% | +3.0% | -2.8% | -0.2% |
| 3M | +16.0% | +22.6% | -6.7% | +12.5% |
| 6M | +8.3% | +31.2% | -22.9% | +4.0% |
| YTD | +22.2% | +63.7% | -41.5% | +13.6% |
| 1Y | +41.7% | +78.5% | -36.8% | +30.0% |
| 3Y | +20.7% | +40.5% | -19.8% | +12.7% |
| 5Y | +23.9% | -25.6% | +49.5% | +18.0% |
| All | +23.9% | -26.4% | +50.3% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 5y: compounded portfolio wealth divided by compounded TGT 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…
5y analysis · Full analysis span regression · 6 months rolling