+18.2%
BMY vs TLN
+583.6%
-565.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.6% | -1.8% |
| 7D | +0.4% | +7.1% | -6.7% | +0.5% |
| 30D | +5.0% | -3.9% | +8.9% | +4.9% |
| 3M | +19.4% | -16.2% | +35.5% | +19.0% |
| 6M | +9.5% | -5.8% | +15.3% | +9.4% |
| YTD | +28.1% | -15.4% | +43.5% | +27.7% |
| 1Y | +50.0% | -16.7% | +66.7% | +49.6% |
| 3Y | +24.1% | +473.8% | -449.7% | +19.5% |
| All | +18.2% | +583.6% | -565.3% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling