+1,655.9%
BMY vs TXT
+2,283.4%
-627.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | +1.8% | -1.1% | +2.8% | +2.0% |
| 30D | +6.2% | +17.1% | -10.8% | +2.9% |
| 3M | -2.1% | -2.6% | +0.5% | -1.9% |
| 6M | +14.3% | -4.6% | +18.8% | +14.8% |
| YTD | +21.6% | -0.3% | +21.9% | +21.0% |
| 1Y | +38.8% | +5.9% | +32.9% | +36.5% |
| 3Y | +42.9% | +14.4% | +28.5% | +37.5% |
| 5Y | +30.1% | +15.9% | +14.2% | +22.8% |
| 10Y | +58.2% | +99.6% | -41.4% | +27.8% |
| All | +1,655.9% | +2,283.4% | -627.5% | +560.1% |
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