+32.6%
BMY vs TPR
+29.9%
+2.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -1.3% | -1.1% | -0.1% | -1.1% |
| 30D | +10.0% | +15.1% | -5.1% | +7.0% |
| 3M | -1.2% | -13.4% | +12.3% | +0.8% |
| 6M | +12.8% | +1.4% | +11.4% | +10.4% |
| YTD | +20.7% | +4.8% | +15.9% | +15.0% |
| 1Y | +32.6% | +29.2% | +3.4% | +18.6% |
| All | +32.6% | +29.9% | +2.7% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling