+20.5%
BMY vs TRV
+146.6%
-126.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.7% |
| 7D | -4.8% | +1.9% | -6.7% | -5.2% |
| 30D | -0.1% | +1.7% | -1.8% | -0.6% |
| 3M | +13.1% | +23.9% | -10.8% | +6.3% |
| 6M | +8.4% | +26.3% | -17.9% | +1.3% |
| YTD | +22.0% | +30.8% | -8.8% | +13.0% |
| 1Y | +40.3% | +36.3% | +4.0% | +28.5% |
| 3Y | +20.5% | +145.0% | -124.5% | -5.3% |
| All | +20.5% | +146.6% | -126.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 3y: compounded portfolio wealth divided by compounded TRV 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…
3y analysis · Full analysis span regression · 6 months rolling