+106.6%
BMY vs USFR
+27.5%
+79.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +5.0% | +0.3% | +4.7% | +5.1% |
| 3M | +19.4% | +1.0% | +18.4% | +19.9% |
| 6M | +9.5% | +1.9% | +7.6% | +10.4% |
| YTD | +28.1% | +2.6% | +25.5% | +29.3% |
| 1Y | +50.0% | +4.0% | +46.0% | +52.3% |
| 3Y | +24.1% | +14.1% | +10.0% | +30.3% |
| 5Y | +25.0% | +20.4% | +4.6% | +33.6% |
| 10Y | +68.7% | +28.0% | +40.7% | +85.4% |
| All | +106.6% | +27.5% | +79.1% | +122.4% |
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 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