+1,412.9%
BMY vs TSEM
+11.3%
+1,401.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.8% | -9.7% | -2.3% |
| 7D | +0.4% | +6.9% | -6.5% | 0.0% |
| 30D | +5.0% | +5.3% | -0.3% | +4.6% |
| 3M | +19.4% | -14.9% | +34.3% | +19.5% |
| 6M | +9.5% | +80.0% | -70.5% | +4.9% |
| YTD | +28.1% | +89.4% | -61.3% | +22.1% |
| 1Y | +50.0% | +253.1% | -203.1% | +37.9% |
| 3Y | +24.1% | +642.1% | -618.0% | +8.6% |
| 5Y | +25.0% | +659.1% | -634.1% | +8.5% |
| 10Y | +68.7% | +1,291.4% | -1,222.7% | +40.3% |
| All | +1,412.9% | +11.3% | +1,401.6% | +1,015.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling