+40.3%
BMY vs TXG
+453.6%
-413.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.3% |
| 7D | -4.8% | +9.5% | -14.2% | -5.0% |
| 30D | -0.1% | +18.8% | -18.9% | -0.7% |
| 3M | +13.1% | +136.1% | -123.0% | +9.3% |
| 6M | +8.4% | +235.2% | -226.8% | +2.5% |
| YTD | +22.0% | +320.5% | -298.6% | +14.1% |
| 1Y | +40.3% | +425.2% | -384.9% | +30.3% |
| All | +40.3% | +453.6% | -413.3% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling