+20.7%
BMY vs TXG
+39.1%
-18.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.9% |
| 7D | -6.4% | +5.0% | -11.4% | -6.7% |
| 30D | +0.2% | +13.5% | -13.3% | -0.8% |
| 3M | +16.0% | +128.0% | -112.1% | +8.0% |
| 6M | +8.3% | +224.4% | -216.1% | -2.6% |
| YTD | +22.2% | +307.0% | -284.8% | +7.2% |
| 1Y | +41.7% | +427.2% | -385.5% | +20.5% |
| All | +20.7% | +39.1% | -18.4% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling