+36.2%
BMY vs TMUS
-18.1%
+54.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +2.1% | +4.9% | -2.8% | +1.6% |
| 30D | +7.0% | +7.7% | -0.7% | +6.2% |
| 3M | -0.9% | -6.8% | +5.9% | -1.1% |
| 6M | +14.9% | -9.7% | +24.6% | +14.5% |
| YTD | +22.8% | -15.0% | +37.8% | +21.1% |
| 1Y | +36.2% | -19.1% | +55.4% | +32.1% |
| All | +36.2% | -18.1% | +54.4% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling