+23.9%
BMY vs TRV
+154.6%
-130.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | -6.4% | -1.5% | -4.9% | -6.0% |
| 30D | +0.2% | -1.8% | +2.0% | +0.7% |
| 3M | +16.0% | +21.6% | -5.6% | +9.8% |
| 6M | +8.3% | +22.5% | -14.1% | +2.4% |
| YTD | +22.2% | +28.1% | -6.0% | +14.2% |
| 1Y | +41.7% | +37.0% | +4.7% | +30.1% |
| 3Y | +20.7% | +141.9% | -121.2% | -4.3% |
| 5Y | +23.9% | +158.5% | -134.6% | -4.1% |
| All | +23.9% | +154.6% | -130.7% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling