+24.3%
BMY vs USFR
+20.4%
+3.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | +0.1% | -4.9% | -4.7% |
| 30D | -0.7% | +0.3% | -0.9% | -0.2% |
| 3M | +15.3% | +1.0% | +14.3% | +17.5% |
| 6M | +8.5% | +1.9% | +6.6% | +12.6% |
| YTD | +23.4% | +2.7% | +20.8% | +29.4% |
| 1Y | +42.9% | +4.0% | +38.9% | +52.7% |
| 3Y | +22.0% | +14.0% | +7.9% | +46.4% |
| 5Y | +24.3% | +20.4% | +3.9% | +49.4% |
| All | +24.3% | +20.4% | +3.9% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling