+29.0%
BMY vs TSEM
+333.8%
-304.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -1.3% | +20.5% | -21.8% | -1.4% |
| 30D | +10.0% | -29.0% | +38.9% | +10.4% |
| 3M | -1.2% | -39.4% | +38.2% | -0.5% |
| 6M | +12.8% | -28.5% | +41.3% | +12.2% |
| YTD | +20.7% | +34.4% | -13.8% | +16.5% |
| 1Y | +32.6% | +48.3% | -15.7% | +27.3% |
| 3Y | +41.8% | +543.5% | -501.7% | +25.0% |
| 5Y | +29.0% | +331.4% | -302.5% | +15.1% |
| All | +29.0% | +333.8% | -304.8% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling