+40.3%
BMY vs TRU
+243.6%
-203.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.1% | 0.0% | +2.0% | +2.1% |
| 30D | +7.0% | +21.3% | -14.3% | +3.6% |
| 3M | -0.9% | +0.2% | -1.1% | -1.2% |
| 6M | +14.9% | +22.4% | -7.4% | +10.5% |
| YTD | +22.8% | -4.8% | +27.7% | +22.3% |
| 1Y | +36.2% | -0.2% | +36.4% | +34.5% |
| 3Y | +45.7% | +57.9% | -12.2% | +29.2% |
| 5Y | +31.3% | -26.1% | +57.4% | +33.0% |
| 10Y | +60.6% | +184.8% | -124.2% | +17.9% |
| All | +40.3% | +243.6% | -203.3% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling