+60.1%
BMY vs THC
+1,813.2%
-1,753.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +2.1% | +1.0% | +1.1% | +2.0% |
| 30D | +7.0% | +5.3% | +1.7% | +6.5% |
| 3M | -0.9% | +7.1% | -8.0% | -1.5% |
| 6M | +14.9% | +46.0% | -31.1% | +11.2% |
| YTD | +22.8% | +43.9% | -21.1% | +18.7% |
| 1Y | +36.2% | +45.4% | -9.2% | +31.5% |
| 3Y | +45.7% | +421.3% | -375.6% | +25.8% |
| 5Y | +31.3% | +261.5% | -230.2% | +14.6% |
| All | +60.1% | +1,813.2% | -1,753.2% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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