+23.9%
BMY vs TXT
+10.7%
+13.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | +0.2% | -10.2% | +10.4% | +2.3% |
| 3M | +16.0% | -13.3% | +29.2% | +19.0% |
| 6M | +8.3% | -14.4% | +22.7% | +11.3% |
| YTD | +22.2% | -9.1% | +31.3% | +24.0% |
| 1Y | +41.7% | -2.2% | +43.9% | +41.8% |
| 3Y | +20.7% | +5.1% | +15.6% | +19.2% |
| 5Y | +23.9% | +12.8% | +11.1% | +17.7% |
| All | +23.9% | +10.7% | +13.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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