+23.9%
BMY vs TRGP
+627.0%
-603.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -6.4% | -0.6% | -5.8% | -6.3% |
| 30D | +0.2% | +10.0% | -9.7% | -0.7% |
| 3M | +16.0% | +7.6% | +8.3% | +15.0% |
| 6M | +8.3% | +26.8% | -18.5% | +5.9% |
| YTD | +22.2% | +60.6% | -38.4% | +16.9% |
| 1Y | +41.7% | +82.5% | -40.8% | +33.7% |
| 3Y | +20.7% | +265.0% | -244.3% | +6.2% |
| 5Y | +23.9% | +645.9% | -622.0% | +4.1% |
| All | +23.9% | +627.0% | -603.1% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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