+508.4%
F vs BMY
+1,668.5%
-1,160.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.2% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +2.6% | +4.1% | -1.4% | +1.1% |
| 3M | -8.8% | -2.1% | -6.7% | -8.4% |
| 6M | +4.6% | +12.2% | -7.6% | -0.1% |
| YTD | -1.9% | +20.3% | -22.2% | -8.9% |
| 1Y | -0.8% | +39.2% | -40.0% | -12.5% |
| 3Y | +43.5% | +35.6% | +7.9% | +24.6% |
| 5Y | -12.1% | +28.6% | -40.6% | -23.0% |
| 10Y | +83.6% | +73.9% | +9.8% | +40.2% |
| All | +508.4% | +1,668.5% | -1,160.1% | +65.6% |
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