+60.1%
BMY vs TSEM
+805.6%
-745.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.9% | +8.7% | +2.3% |
| 7D | +2.1% | +7.0% | -4.9% | +1.5% |
| 30D | +7.0% | -29.8% | +36.8% | +9.3% |
| 3M | -0.9% | -41.9% | +41.1% | +2.4% |
| 6M | +14.9% | -45.8% | +60.7% | +17.9% |
| YTD | +22.8% | +25.1% | -2.3% | +13.6% |
| 1Y | +36.2% | +48.2% | -12.0% | +23.2% |
| 3Y | +45.7% | +476.5% | -430.8% | +7.1% |
| 5Y | +31.3% | +301.4% | -270.2% | -0.2% |
| All | +60.1% | +805.6% | -745.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling