+57.3%
BMY vs TPR
+365.1%
-307.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -1.3% | -1.1% | -0.1% | -1.2% |
| 30D | +10.0% | +15.1% | -5.1% | +8.1% |
| 3M | -1.2% | -13.4% | +12.3% | +0.1% |
| 6M | +12.8% | +1.4% | +11.4% | +12.1% |
| YTD | +20.7% | +4.8% | +15.9% | +19.2% |
| 1Y | +32.6% | +29.2% | +3.4% | +28.0% |
| 3Y | +41.8% | +403.7% | -361.9% | +14.6% |
| 5Y | +29.0% | +230.8% | -201.9% | +7.5% |
| All | +57.3% | +365.1% | -307.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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