+1,451.0%
BMY vs TRMB
+3,157.0%
-1,706.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +2.1% | +2.8% | -0.8% | +1.9% |
| 30D | +7.0% | -5.9% | +12.9% | +7.3% |
| 3M | -0.9% | -3.3% | +2.4% | -0.9% |
| 6M | +14.9% | +1.3% | +13.6% | +14.4% |
| YTD | +22.8% | -29.0% | +51.8% | +25.5% |
| 1Y | +36.2% | -27.8% | +64.0% | +39.0% |
| 3Y | +45.7% | +36.3% | +9.4% | +40.9% |
| 5Y | +31.3% | -35.8% | +67.1% | +33.0% |
| 10Y | +60.6% | +103.1% | -42.5% | +48.2% |
| All | +1,451.0% | +3,157.0% | -1,706.0% | +1,090.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling