+40.3%
BMY vs TMO
+27.4%
+12.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -4.8% | -0.6% | -4.1% | -4.6% |
| 30D | -0.1% | +1.1% | -1.2% | -0.4% |
| 3M | +13.1% | +28.3% | -15.2% | +6.7% |
| 6M | +8.4% | +23.3% | -14.9% | +2.7% |
| YTD | +22.0% | +5.5% | +16.5% | +21.4% |
| 1Y | +40.3% | +24.5% | +15.7% | +27.1% |
| All | +40.3% | +27.4% | +12.9% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling