+30.9%
BMY vs TPR
+230.3%
-199.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.8% |
| 3M | -0.9% | +3.5% | -4.4% | -1.2% |
| 6M | +14.9% | +0.4% | +14.5% | +14.5% |
| YTD | +22.8% | +4.6% | +18.2% | +22.1% |
| 1Y | +36.2% | +33.1% | +3.1% | +33.8% |
| 3Y | +45.7% | +396.0% | -350.3% | +33.9% |
| All | +30.9% | +230.3% | -199.4% | +19.5% |
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