+555.6%
BMY vs TRI
+518.6%
+36.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -1.5% |
| 7D | -3.3% | -7.1% | +3.8% | -1.5% |
| 30D | 0.0% | -2.3% | +2.3% | +0.3% |
| 3M | +17.7% | +19.6% | -1.8% | +11.2% |
| 6M | +9.6% | -8.7% | +18.3% | +10.4% |
| YTD | +24.0% | -22.3% | +46.2% | +29.2% |
| 1Y | +45.1% | -40.7% | +85.8% | +63.4% |
| 3Y | +22.5% | -17.8% | +40.2% | +22.9% |
| 5Y | +22.3% | -8.5% | +30.8% | +17.2% |
| 10Y | +62.0% | +192.6% | -130.6% | +4.9% |
| All | +555.6% | +518.6% | +36.9% | +174.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling