+383.7%
BMY vs TMUS
+359.0%
+24.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +5.0% | +5.3% | -0.2% | +4.2% |
| 3M | +19.4% | +3.1% | +16.3% | +18.5% |
| 6M | +9.5% | -16.5% | +26.0% | +12.0% |
| YTD | +28.1% | -9.2% | +37.2% | +29.1% |
| 1Y | +50.0% | -26.5% | +76.5% | +55.9% |
| 3Y | +24.1% | +39.0% | -14.9% | +16.5% |
| 5Y | +25.0% | +40.4% | -15.4% | +16.3% |
| 10Y | +68.7% | +303.7% | -235.0% | +33.1% |
| All | +383.7% | +359.0% | +24.7% | +236.1% |
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 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