+516.6%
BMY vs TTWO
+5,817.5%
-5,300.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.2% |
| 7D | -6.4% | +1.3% | -7.7% | -6.5% |
| 30D | +0.2% | -13.4% | +13.6% | +1.3% |
| 3M | +16.0% | +3.1% | +12.9% | +15.5% |
| 6M | +8.3% | +3.8% | +4.6% | +7.8% |
| YTD | +22.2% | -15.3% | +37.4% | +23.3% |
| 1Y | +41.7% | -11.1% | +52.8% | +42.4% |
| 3Y | +20.7% | +52.0% | -31.3% | +15.4% |
| 5Y | +23.9% | +40.9% | -17.0% | +17.8% |
| 10Y | +62.9% | +407.6% | -344.7% | +36.8% |
| All | +516.6% | +5,817.5% | -5,300.8% | +323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling