+28.1%
BMY vs TOST
-46.9%
+75.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -0.5% | +9.4% | -10.0% | -0.8% |
| 30D | +4.1% | +13.5% | -9.4% | +3.7% |
| 3M | -2.1% | -0.1% | -2.0% | -2.2% |
| 6M | +12.2% | +22.5% | -10.3% | +11.4% |
| YTD | +20.3% | -2.4% | +22.7% | +20.1% |
| 1Y | +39.2% | -4.7% | +43.9% | +39.0% |
| 3Y | +35.6% | +103.2% | -67.6% | +31.8% |
| 5Y | +28.6% | -41.2% | +69.8% | +26.1% |
| All | +28.1% | -46.9% | +75.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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