+1,749.1%
BMY vs TXT
+2,070.1%
-320.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.4% | -4.8% | +5.1% | +1.3% |
| 30D | +5.0% | -10.6% | +15.6% | +7.2% |
| 3M | +19.4% | -13.2% | +32.6% | +22.4% |
| 6M | +9.5% | -20.3% | +29.9% | +14.1% |
| YTD | +28.1% | -9.3% | +37.3% | +29.9% |
| 1Y | +50.0% | -2.7% | +52.7% | +50.1% |
| 3Y | +24.1% | +1.4% | +22.7% | +22.3% |
| 5Y | +25.0% | +9.6% | +15.4% | +19.4% |
| 10Y | +68.7% | +94.9% | -26.2% | +37.1% |
| All | +1,749.1% | +2,070.1% | -320.9% | +609.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling