+22.5%
BMY vs TLN
+494.5%
-472.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -3.1% |
| 7D | -3.3% | +10.9% | -14.2% | -3.2% |
| 30D | 0.0% | -6.3% | +6.3% | -0.1% |
| 3M | +17.7% | -10.7% | +28.4% | +17.5% |
| 6M | +9.6% | +1.6% | +8.0% | +9.6% |
| YTD | +24.0% | -13.1% | +37.1% | +23.7% |
| 1Y | +45.1% | -15.1% | +60.2% | +44.8% |
| 3Y | +22.5% | +495.0% | -472.5% | +7.9% |
| All | +22.5% | +494.5% | -472.0% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling