-80.8%
FIG vs BMY
+51.3%
-132.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -12.2% | -6.4% | -5.8% | -12.0% |
| 30D | -11.0% | +0.2% | -11.2% | -10.9% |
| 3M | +11.9% | +16.0% | -4.1% | +11.8% |
| 6M | -21.9% | +8.3% | -30.2% | -22.7% |
| YTD | -40.8% | +22.2% | -62.9% | -40.8% |
| 1Y | -56.6% | +41.7% | -98.3% | -56.2% |
| All | -80.8% | +51.3% | -132.1% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling