+40.3%
BMY vs TRU
-13.7%
+53.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.3% |
| 7D | -4.8% | -2.7% | -2.0% | -4.4% |
| 30D | -0.1% | -2.0% | +1.9% | +0.1% |
| 3M | +13.1% | +18.4% | -5.3% | +10.6% |
| 6M | +8.4% | +8.9% | -0.5% | +6.9% |
| YTD | +22.0% | -8.9% | +30.9% | +22.2% |
| 1Y | +40.3% | -15.9% | +56.2% | +42.4% |
| All | +40.3% | -13.7% | +53.9% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling