+509.9%
BMY vs TMF
-68.9%
+578.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.8% |
| 7D | +0.4% | -1.4% | +1.8% | +0.3% |
| 30D | +5.0% | -2.8% | +7.8% | +4.8% |
| 3M | +19.4% | -10.9% | +30.3% | +18.6% |
| 6M | +9.5% | -21.3% | +30.8% | +8.1% |
| YTD | +28.1% | -15.9% | +43.9% | +26.9% |
| 1Y | +50.0% | -15.7% | +65.7% | +48.7% |
| 3Y | +24.1% | -43.4% | +67.4% | +20.9% |
| 5Y | +25.0% | -87.8% | +112.8% | +8.3% |
| 10Y | +68.7% | -86.7% | +155.4% | +54.2% |
| All | +509.9% | -68.9% | +578.8% | +563.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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