+24.3%
BMY vs TTWO
+39.3%
-15.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -4.8% | +0.4% | -5.1% | -4.8% |
| 30D | -0.1% | -11.3% | +11.2% | -0.1% |
| 3M | +13.1% | +1.6% | +11.5% | +13.2% |
| 6M | +8.4% | +2.1% | +6.3% | +8.4% |
| YTD | +22.0% | -15.8% | +37.8% | +22.2% |
| 1Y | +40.3% | -12.6% | +52.9% | +40.4% |
| 3Y | +20.5% | +48.2% | -27.7% | +20.3% |
| All | +24.3% | +39.3% | -15.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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