+1,637.4%
BMY vs TT
+15,147.4%
-13,510.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -1.0% |
| 7D | -1.4% | +1.7% | -3.1% | -1.8% |
| 30D | +5.1% | -11.8% | +16.9% | +7.7% |
| 3M | -3.0% | -12.6% | +9.6% | -0.5% |
| 6M | +13.1% | -9.4% | +22.4% | +14.5% |
| YTD | +20.3% | +8.8% | +11.5% | +16.5% |
| 1Y | +39.0% | -2.5% | +41.5% | +37.8% |
| 3Y | +42.0% | +95.7% | -53.7% | +18.0% |
| 5Y | +28.5% | +135.7% | -107.2% | +0.4% |
| 10Y | +57.5% | +750.6% | -693.1% | -11.4% |
| All | +1,637.4% | +15,147.4% | -13,510.0% | +349.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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