+41.7%
BMY vs TSEM
+220.1%
-178.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -1.0% |
| 7D | -6.4% | +0.9% | -7.3% | -6.4% |
| 30D | +0.2% | -16.6% | +16.9% | +0.2% |
| 3M | +16.0% | -10.9% | +26.9% | +15.4% |
| 6M | +8.3% | +78.0% | -69.7% | +5.9% |
| YTD | +22.2% | +77.2% | -55.0% | +19.2% |
| 1Y | +41.7% | +207.6% | -165.9% | +31.8% |
| All | +41.7% | +220.1% | -178.4% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling