+41.6%
BMY vs TRU
+228.6%
-186.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.7% |
| 7D | -3.3% | -7.2% | +3.9% | -2.2% |
| 30D | 0.0% | -2.8% | +2.8% | +0.4% |
| 3M | +17.7% | +13.0% | +4.7% | +15.1% |
| 6M | +9.6% | +0.7% | +9.0% | +8.9% |
| YTD | +24.0% | -9.0% | +33.0% | +24.7% |
| 1Y | +45.1% | -16.3% | +61.4% | +47.6% |
| 3Y | +22.5% | -1.1% | +23.6% | +17.9% |
| 5Y | +22.3% | -36.0% | +58.3% | +28.3% |
| 10Y | +62.0% | +139.9% | -77.9% | +22.5% |
| All | +41.6% | +228.6% | -186.9% | +0.3% |
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