+140.5%
BMY vs TKO
+1,406.3%
-1,265.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.3% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -0.7% | +0.9% | -1.5% | -0.8% |
| 3M | +15.3% | -6.2% | +21.5% | +15.8% |
| 6M | +8.5% | -5.6% | +14.2% | +8.8% |
| YTD | +23.4% | -7.8% | +31.3% | +23.9% |
| 1Y | +42.9% | -1.2% | +44.1% | +42.6% |
| 3Y | +22.0% | +106.5% | -84.6% | +13.4% |
| 5Y | +24.3% | +310.4% | -286.0% | +8.2% |
| 10Y | +64.6% | +987.5% | -922.9% | +29.5% |
| All | +140.5% | +1,406.3% | -1,265.9% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling