+66.9%
T vs BMY
+64.0%
+3.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -2.4% | -6.4% | +3.9% | -0.8% |
| 30D | +4.3% | +0.2% | +4.1% | +4.2% |
| 3M | +11.6% | +16.0% | -4.4% | +7.3% |
| 6M | -5.6% | +8.3% | -13.9% | -7.8% |
| YTD | +6.6% | +22.2% | -15.6% | +0.7% |
| 1Y | -8.4% | +41.7% | -50.1% | -17.0% |
| 3Y | +107.8% | +20.7% | +87.1% | +93.5% |
| 5Y | +68.3% | +23.9% | +44.4% | +54.8% |
| All | +66.9% | +64.0% | +3.0% | +43.1% |
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