+98.2%
BMY vs USFR
+28.6%
+69.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +7.0% | +0.4% | +6.6% | +7.1% |
| 3M | -0.9% | +1.1% | -1.9% | -0.5% |
| 6M | +14.9% | +2.0% | +12.9% | +15.8% |
| YTD | +22.8% | +3.5% | +19.4% | +24.5% |
| 1Y | +36.2% | +4.1% | +32.2% | +38.4% |
| 3Y | +45.7% | +14.4% | +31.3% | +53.2% |
| 5Y | +31.3% | +21.4% | +9.9% | +40.8% |
| 10Y | +60.6% | +28.6% | +32.0% | +76.6% |
| All | +98.2% | +28.6% | +69.6% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling