+615.0%
F vs BMY
+1,782.2%
-1,167.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.3% | +2.1% |
| 7D | +5.3% | +0.4% | +5.0% | +5.2% |
| 30D | +4.6% | +5.0% | -0.4% | +2.8% |
| 3M | -3.7% | +19.4% | -23.1% | -9.7% |
| 6M | +16.8% | +9.5% | +7.3% | +12.5% |
| YTD | +15.3% | +28.1% | -12.8% | +5.0% |
| 1Y | +31.0% | +50.0% | -19.0% | +12.7% |
| 3Y | +45.4% | +24.1% | +21.4% | +30.8% |
| 5Y | +54.7% | +25.0% | +29.7% | +37.2% |
| 10Y | +98.2% | +68.7% | +29.6% | +52.9% |
| All | +615.0% | +1,782.2% | -1,167.2% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling