+42.9%
BMY vs THC
+40.1%
+2.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.7% |
| 7D | -4.8% | +4.1% | -8.9% | -5.1% |
| 30D | -0.7% | +3.5% | -4.2% | -0.9% |
| 3M | +15.3% | +61.7% | -46.4% | +11.9% |
| 6M | +8.5% | +11.8% | -3.3% | +6.6% |
| YTD | +23.4% | +35.4% | -12.0% | +20.6% |
| 1Y | +42.9% | +37.0% | +5.9% | +39.1% |
| All | +42.9% | +40.1% | +2.8% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling