+69.5%
BMY vs TXG
+24.6%
+44.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -4.8% | +9.1% | -14.0% | -5.3% |
| 30D | -0.7% | +14.9% | -15.6% | -1.6% |
| 3M | +15.3% | +120.0% | -104.6% | +9.5% |
| 6M | +8.5% | +221.8% | -213.3% | +0.2% |
| YTD | +23.4% | +312.6% | -289.1% | +11.9% |
| 1Y | +42.9% | +398.4% | -355.5% | +27.4% |
| 3Y | +22.0% | +42.1% | -20.1% | +13.2% |
| 5Y | +24.3% | -63.5% | +87.8% | +23.3% |
| All | +69.5% | +24.6% | +44.9% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling