+28.3%
BMY vs TMUS
+41.6%
-13.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +5.0% | +5.3% | -0.2% | +4.6% |
| 3M | +19.4% | +3.1% | +16.3% | +18.8% |
| 6M | +9.5% | -16.5% | +26.0% | +11.2% |
| YTD | +28.1% | -9.2% | +37.2% | +28.8% |
| 1Y | +50.0% | -26.5% | +76.5% | +55.4% |
| All | +28.3% | +41.6% | -13.3% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling