+24.3%
BMY vs TNA
-23.3%
+47.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -4.8% | -7.3% | +2.5% | -4.2% |
| 30D | -0.1% | -14.2% | +14.1% | +1.1% |
| 3M | +13.1% | -4.6% | +17.7% | +13.3% |
| 6M | +8.4% | +36.9% | -28.5% | +4.9% |
| YTD | +22.0% | +42.5% | -20.6% | +17.4% |
| 1Y | +40.3% | +45.8% | -5.5% | +34.3% |
| 3Y | +20.5% | +104.7% | -84.1% | +9.1% |
| All | +24.3% | -23.3% | +47.6% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling