+60.7%
BMY vs TRU
+147.2%
-86.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.3% |
| 7D | -4.8% | -2.7% | -2.0% | -4.3% |
| 30D | -0.1% | -2.0% | +1.9% | +0.2% |
| 3M | +13.1% | +18.4% | -5.3% | +9.8% |
| 6M | +8.4% | +8.9% | -0.5% | +6.4% |
| YTD | +22.0% | -8.9% | +30.9% | +22.6% |
| 1Y | +40.3% | -15.9% | +56.2% | +42.6% |
| 3Y | +20.5% | -1.1% | +21.6% | +16.2% |
| 5Y | +23.7% | -35.2% | +58.9% | +30.3% |
| All | +60.7% | +147.2% | -86.4% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling