-51.7%
FIG vs BMY
+45.9%
-97.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.2% | +4.2% |
| 7D | -4.7% | +6.0% | -10.6% | -5.9% |
| 30D | +0.5% | +9.1% | -8.6% | -1.3% |
| 3M | -18.4% | -2.6% | -15.8% | -18.3% |
| 6M | +10.9% | +13.1% | -2.3% | +7.1% |
| YTD | -40.8% | +23.0% | -63.8% | -46.0% |
| 1Y | -51.7% | +45.6% | -97.2% | -60.9% |
| All | -51.7% | +45.9% | -97.6% | -60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling