+354.5%
BMY vs TMUS
+309.7%
+44.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -0.5% | +3.6% | -4.1% | -1.1% |
| 30D | +4.1% | -3.4% | +7.5% | +4.4% |
| 3M | -2.1% | -9.5% | +7.3% | -1.0% |
| 6M | +12.2% | -15.2% | +27.4% | +14.3% |
| YTD | +20.3% | -18.9% | +39.3% | +23.1% |
| 1Y | +39.2% | -17.7% | +56.9% | +42.0% |
| 3Y | +35.6% | +15.6% | +19.9% | +30.5% |
| 5Y | +28.6% | +38.9% | -10.3% | +19.6% |
| 10Y | +73.9% | +245.3% | -171.4% | +40.1% |
| All | +354.5% | +309.7% | +44.8% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling