+30.9%
BMY vs TRGP
+504.4%
-473.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.8% |
| 7D | +2.1% | +12.4% | -10.3% | +1.2% |
| 30D | +7.0% | +2.6% | +4.4% | +6.7% |
| 3M | -0.9% | +11.9% | -12.7% | -2.1% |
| 6M | +14.9% | +13.9% | +1.0% | +13.3% |
| YTD | +22.8% | +64.2% | -41.4% | +17.0% |
| 1Y | +36.2% | +78.5% | -42.3% | +28.7% |
| 3Y | +45.7% | +272.9% | -227.2% | +27.3% |
| All | +30.9% | +504.4% | -473.5% | +11.7% |
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