+1,682.5%
BMY vs TMO
+8,131.0%
-6,448.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | -0.7% | +1.0% | -1.7% | -1.0% |
| 3M | +15.3% | +22.7% | -7.4% | +8.9% |
| 6M | +8.5% | +19.0% | -10.5% | +2.9% |
| YTD | +23.4% | +4.7% | +18.7% | +20.8% |
| 1Y | +42.9% | +26.0% | +16.9% | +33.1% |
| 3Y | +22.0% | +18.0% | +4.0% | +14.6% |
| 5Y | +24.3% | +8.0% | +16.3% | +17.4% |
| 10Y | +64.6% | +333.8% | -269.2% | +6.8% |
| All | +1,682.5% | +8,131.0% | -6,448.6% | +450.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling