+60.7%
BMY vs TNA
+86.1%
-25.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -4.8% | -7.3% | +2.5% | -3.9% |
| 30D | -0.1% | -14.2% | +14.1% | +1.7% |
| 3M | +13.1% | -4.6% | +17.7% | +13.4% |
| 6M | +8.4% | +36.9% | -28.5% | +3.5% |
| YTD | +22.0% | +42.5% | -20.6% | +15.5% |
| 1Y | +40.3% | +45.8% | -5.5% | +31.8% |
| 3Y | +20.5% | +104.7% | -84.1% | +3.5% |
| 5Y | +23.7% | -21.7% | +45.4% | +13.0% |
| All | +60.7% | +86.1% | -25.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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