-80.9%
FIG vs BMY
+52.8%
-133.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.2% |
| 7D | -14.5% | -4.8% | -9.7% | -14.3% |
| 30D | -13.3% | -0.7% | -12.6% | -13.3% |
| 3M | +7.4% | +15.3% | -7.9% | +7.0% |
| 6M | -27.8% | +8.5% | -36.3% | -28.7% |
| YTD | -41.1% | +23.4% | -64.5% | -41.2% |
| 1Y | -58.7% | +42.9% | -101.6% | -58.4% |
| All | -80.9% | +52.8% | -133.8% | -74.6% |
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 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