+24.3%
BMY vs TRMB
-39.0%
+63.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -4.8% | -2.9% | -1.9% | -4.5% |
| 30D | -0.7% | -1.8% | +1.1% | -0.5% |
| 3M | +15.3% | +8.4% | +6.9% | +14.2% |
| 6M | +8.5% | -18.5% | +27.1% | +10.5% |
| YTD | +23.4% | -26.7% | +50.2% | +26.9% |
| 1Y | +42.9% | -28.3% | +71.2% | +47.1% |
| 3Y | +22.0% | +12.6% | +9.4% | +19.5% |
| 5Y | +24.3% | -38.7% | +63.0% | +25.4% |
| All | +24.3% | -39.0% | +63.3% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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