+81.0%
F vs BMY
+60.5%
+20.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.6% | -1.4% | +0.8% | -0.2% |
| 30D | +2.9% | +5.1% | -2.2% | +1.2% |
| 3M | -9.5% | -3.0% | -6.5% | -8.8% |
| 6M | +4.0% | +13.1% | -9.0% | -0.5% |
| YTD | -1.3% | +20.3% | -21.6% | -7.6% |
| 1Y | -1.9% | +39.0% | -41.0% | -12.5% |
| 3Y | +53.5% | +42.0% | +11.5% | +33.3% |
| 5Y | -15.1% | +28.5% | -43.7% | -24.5% |
| 10Y | +81.0% | +57.5% | +23.5% | +51.8% |
| All | +81.0% | +60.5% | +20.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 10y: compounded portfolio wealth divided by compounded BMY 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…
10y analysis · Full analysis span regression · 6 months rolling