+506.9%
BMY vs TNA
+944.8%
-437.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.1% |
| 7D | -4.8% | -3.6% | -1.2% | -4.3% |
| 30D | -0.7% | -10.1% | +9.4% | +0.7% |
| 3M | +15.3% | +2.7% | +12.6% | +14.6% |
| 6M | +8.5% | +38.4% | -29.9% | +2.8% |
| YTD | +23.4% | +45.4% | -22.0% | +15.8% |
| 1Y | +42.9% | +55.9% | -13.0% | +31.9% |
| 3Y | +22.0% | +109.8% | -87.9% | +2.3% |
| 5Y | +24.3% | -22.5% | +46.8% | +11.7% |
| 10Y | +64.6% | +87.5% | -22.9% | +9.0% |
| All | +506.9% | +944.8% | -437.8% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling