+1,682.5%
BMY vs TRV
+6,571.7%
-4,889.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | -0.7% | -2.3% | +1.7% | 0.0% |
| 3M | +15.3% | +22.7% | -7.4% | +8.0% |
| 6M | +8.5% | +21.9% | -13.4% | +1.8% |
| YTD | +23.4% | +27.5% | -4.0% | +14.2% |
| 1Y | +42.9% | +36.2% | +6.7% | +29.4% |
| 3Y | +22.0% | +140.6% | -118.6% | -8.5% |
| 5Y | +24.3% | +154.5% | -130.2% | -9.5% |
| 10Y | +64.6% | +295.4% | -230.8% | +0.2% |
| All | +1,682.5% | +6,571.7% | -4,889.2% | +282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling