+46.5%
F vs BMY
+22.9%
+23.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.1% | -3.5% |
| 7D | +1.2% | -3.3% | +4.5% | +2.0% |
| 30D | +1.2% | 0.0% | +1.3% | +1.3% |
| 3M | -5.7% | +17.7% | -23.4% | -9.4% |
| 6M | +17.9% | +9.6% | +8.3% | +15.1% |
| YTD | +10.4% | +24.0% | -13.6% | +4.5% |
| 1Y | +25.3% | +45.1% | -19.8% | +13.9% |
| 3Y | +37.5% | +22.5% | +15.0% | +30.4% |
| 5Y | +46.5% | +22.3% | +24.2% | +60.4% |
| All | +46.5% | +22.9% | +23.6% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling