+1,637.4%
BMY vs THC
+550.9%
+1,086.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -0.5% | +3.7% | -4.2% | -0.9% |
| 30D | +4.1% | +9.0% | -5.0% | +3.2% |
| 3M | -2.1% | +10.4% | -12.5% | -3.1% |
| 6M | +12.2% | +45.7% | -33.5% | +7.9% |
| YTD | +20.3% | +42.6% | -22.2% | +15.6% |
| 1Y | +39.2% | +38.8% | +0.4% | +33.9% |
| 3Y | +35.6% | +418.8% | -383.2% | +13.4% |
| 5Y | +28.6% | +275.7% | -247.1% | +8.2% |
| 10Y | +73.9% | +1,496.2% | -1,422.4% | +14.9% |
| All | +1,637.4% | +550.9% | +1,086.6% | +908.7% |
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