+45.7%
BMY vs TPR
+403.8%
-358.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +7.0% | +15.1% | -8.1% | +5.3% |
| 3M | -0.9% | +3.5% | -4.4% | -1.4% |
| 6M | +14.9% | +0.4% | +14.5% | +14.2% |
| YTD | +22.8% | +4.6% | +18.2% | +21.5% |
| 1Y | +36.2% | +33.1% | +3.1% | +32.3% |
| 3Y | +45.7% | +396.0% | -350.3% | +16.0% |
| All | +45.7% | +403.8% | -358.1% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling