+25.8%
BMY vs TPR
+239.8%
-214.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.4% | -2.3% | +2.7% | +0.5% |
| 30D | +5.0% | -23.0% | +28.0% | +6.8% |
| 3M | +19.4% | -12.5% | +31.9% | +20.3% |
| 6M | +9.5% | -21.4% | +31.0% | +11.0% |
| YTD | +28.1% | -3.5% | +31.6% | +28.1% |
| 1Y | +50.0% | +17.4% | +32.6% | +48.3% |
| 3Y | +24.1% | +291.3% | -267.2% | +14.3% |
| All | +25.8% | +239.8% | -214.0% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling