+43.5%
F vs BMY
+34.7%
+8.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.4% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +2.6% | +4.1% | -1.4% | +1.8% |
| 3M | -8.8% | -2.1% | -6.7% | -8.4% |
| 6M | +4.6% | +12.2% | -7.6% | +1.8% |
| YTD | -1.9% | +20.3% | -22.2% | -6.1% |
| 1Y | -0.8% | +39.2% | -40.0% | -8.0% |
| 3Y | +43.5% | +35.6% | +7.9% | +38.0% |
| All | +43.5% | +34.7% | +8.8% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling