+62.0%
BMY vs TPR
+305.2%
-243.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.8% |
| 7D | -3.3% | -3.4% | 0.0% | -2.9% |
| 30D | 0.0% | -27.3% | +27.3% | +3.5% |
| 3M | +17.7% | -16.2% | +34.0% | +19.8% |
| 6M | +9.6% | -17.9% | +27.5% | +11.6% |
| YTD | +24.0% | -7.1% | +31.1% | +24.3% |
| 1Y | +45.1% | +13.6% | +31.5% | +42.0% |
| 3Y | +22.5% | +293.7% | -271.3% | +1.8% |
| 5Y | +22.3% | +239.1% | -216.8% | +1.0% |
| 10Y | +62.0% | +311.2% | -249.2% | +20.6% |
| All | +62.0% | +305.2% | -243.3% | +20.6% |
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