+14.0%
BMY vs TLN
+589.3%
-575.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.5% |
| 7D | -4.8% | +5.8% | -10.6% | -4.7% |
| 30D | -0.7% | -6.9% | +6.2% | -0.8% |
| 3M | +15.3% | -10.9% | +26.2% | +15.0% |
| 6M | +8.5% | -4.6% | +13.1% | +8.4% |
| YTD | +23.4% | -14.7% | +38.2% | +23.1% |
| 1Y | +42.9% | -17.9% | +60.8% | +42.6% |
| 3Y | +22.0% | +483.9% | -461.9% | +17.7% |
| All | +14.0% | +589.3% | -575.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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