+60.7%
BMY vs TKO
+989.7%
-928.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -4.8% | +2.3% | -7.1% | -5.0% |
| 30D | -0.1% | -2.5% | +2.4% | +0.1% |
| 3M | +13.1% | -10.6% | +23.7% | +14.1% |
| 6M | +8.4% | -5.1% | +13.5% | +8.7% |
| YTD | +22.0% | -8.2% | +30.2% | +22.6% |
| 1Y | +40.3% | -4.4% | +44.7% | +40.3% |
| 3Y | +20.5% | +100.4% | -79.8% | +11.3% |
| 5Y | +23.7% | +294.3% | -270.6% | +4.8% |
| All | +60.7% | +989.7% | -928.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling