+1,749.1%
BMY vs THC
+508.9%
+1,240.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | +0.4% | -0.7% | +1.0% | +0.4% |
| 30D | +5.0% | +1.3% | +3.7% | +4.9% |
| 3M | +19.4% | +64.2% | -44.9% | +13.6% |
| 6M | +9.5% | +8.3% | +1.3% | +8.2% |
| YTD | +28.1% | +33.4% | -5.3% | +23.8% |
| 1Y | +50.0% | +37.7% | +12.3% | +44.3% |
| 3Y | +24.1% | +236.8% | -212.7% | +8.0% |
| 5Y | +25.0% | +249.3% | -224.3% | +5.9% |
| 10Y | +68.7% | +995.2% | -926.6% | +15.7% |
| All | +1,749.1% | +508.9% | +1,240.3% | +980.6% |
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 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