+108.2%
T vs BMY
+23.8%
+84.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | -1.5% | -3.3% | +1.8% | -1.1% |
| 30D | +7.6% | 0.0% | +7.7% | +7.6% |
| 3M | +15.3% | +17.7% | -2.4% | +12.6% |
| 6M | -8.5% | +9.6% | -18.1% | -9.8% |
| YTD | +6.8% | +24.0% | -17.2% | +3.3% |
| 1Y | -7.2% | +45.1% | -52.4% | -12.4% |
| 3Y | +108.2% | +22.5% | +85.8% | +101.7% |
| All | +108.2% | +23.8% | +84.4% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling