+64.6%
BMY vs TMUS
+304.7%
-240.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | -4.8% | -5.3% | +0.5% | -3.8% |
| 30D | -0.7% | +0.1% | -0.8% | -0.7% |
| 3M | +15.3% | -0.6% | +15.9% | +15.0% |
| 6M | +8.5% | -17.5% | +26.1% | +12.1% |
| YTD | +23.4% | -11.3% | +34.7% | +25.4% |
| 1Y | +42.9% | -25.4% | +68.3% | +50.3% |
| 3Y | +22.0% | +35.5% | -13.6% | +11.0% |
| 5Y | +24.3% | +41.9% | -17.6% | +11.0% |
| 10Y | +64.6% | +317.8% | -253.2% | +20.4% |
| All | +64.6% | +304.7% | -240.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling