+1,872.1%
T vs BMY
+1,782.2%
+90.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.4% |
| 7D | -1.3% | +0.4% | -1.6% | -1.4% |
| 30D | +11.4% | +5.0% | +6.3% | +9.8% |
| 3M | +14.3% | +19.4% | -5.1% | +8.7% |
| 6M | -9.3% | +9.5% | -18.8% | -11.9% |
| YTD | +7.1% | +28.1% | -21.0% | -0.6% |
| 1Y | -9.1% | +50.0% | -59.1% | -19.5% |
| 3Y | +105.3% | +24.1% | +81.3% | +87.9% |
| 5Y | +66.8% | +25.0% | +41.8% | +51.5% |
| 10Y | +66.8% | +68.7% | -1.9% | +35.2% |
| All | +1,872.1% | +1,782.2% | +90.0% | +476.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling