+57.6%
T vs BMY
+30.3%
+27.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.0% | -2.0% | +4.0% | +2.4% |
| 30D | -1.0% | +9.3% | -10.3% | -2.7% |
| 3M | -8.1% | -0.1% | -8.0% | -8.2% |
| 6M | -8.3% | +15.5% | -23.7% | -11.0% |
| YTD | -6.1% | +21.8% | -27.9% | -10.2% |
| 1Y | -7.4% | +34.9% | -42.2% | -13.4% |
| 3Y | +65.4% | +43.2% | +22.3% | +49.5% |
| 5Y | +57.6% | +30.7% | +26.9% | +47.6% |
| All | +57.6% | +30.3% | +27.4% | +47.6% |
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