+28.6%
BMY vs THC
+274.4%
-245.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -0.5% | +3.7% | -4.2% | -0.8% |
| 30D | +4.1% | +9.0% | -5.0% | +3.5% |
| 3M | -2.1% | +10.4% | -12.5% | -2.8% |
| 6M | +12.2% | +45.7% | -33.5% | +9.1% |
| YTD | +20.3% | +42.6% | -22.2% | +17.0% |
| 1Y | +39.2% | +38.8% | +0.4% | +35.5% |
| 3Y | +35.6% | +418.8% | -383.2% | +21.5% |
| All | +28.6% | +274.4% | -245.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling