+1,637.4%
BMY vs THC
+563.9%
+1,073.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | -1.4% | +7.5% | -8.9% | -2.1% |
| 30D | +5.1% | +9.6% | -4.5% | +4.2% |
| 3M | -3.0% | +10.3% | -13.2% | -3.9% |
| 6M | +13.1% | +51.8% | -38.7% | +8.3% |
| YTD | +20.3% | +45.4% | -25.1% | +15.3% |
| 1Y | +39.0% | +40.8% | -1.8% | +33.6% |
| 3Y | +42.0% | +448.8% | -406.8% | +18.1% |
| 5Y | +28.5% | +263.4% | -234.8% | +8.6% |
| 10Y | +57.5% | +1,800.1% | -1,742.5% | +3.0% |
| All | +1,637.4% | +563.9% | +1,073.6% | +906.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling