+23.9%
BMY vs TRI
-11.1%
+35.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -6.4% | -14.4% | +8.0% | -5.0% |
| 30D | +0.2% | -8.1% | +8.3% | +1.0% |
| 3M | +16.0% | +17.5% | -1.6% | +14.2% |
| 6M | +8.3% | -5.0% | +13.3% | +8.4% |
| YTD | +22.2% | -24.7% | +46.9% | +26.0% |
| 1Y | +41.7% | -41.5% | +83.2% | +51.6% |
| 3Y | +20.7% | -20.3% | +41.0% | +22.0% |
| 5Y | +23.9% | -10.9% | +34.9% | +17.9% |
| All | +23.9% | -11.1% | +35.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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