+45.7%
BMY vs USFR
+14.4%
+31.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.9% |
| 7D | +2.1% | +0.1% | +2.0% | +2.3% |
| 30D | +7.0% | +0.4% | +6.6% | +8.7% |
| 3M | -0.9% | +1.1% | -1.9% | +4.1% |
| 6M | +14.9% | +2.0% | +12.9% | +27.1% |
| YTD | +22.8% | +3.5% | +19.4% | +45.3% |
| 1Y | +36.2% | +4.1% | +32.2% | +65.0% |
| 3Y | +45.7% | +14.4% | +31.3% | +184.7% |
| All | +45.7% | +14.4% | +31.3% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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