+199.8%
TER vs BMY
+47.1%
+152.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +5.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -8.3% | +5.0% | -13.3% | -8.8% |
| 3M | -12.2% | +19.4% | -31.6% | -13.8% |
| 6M | +17.0% | +9.5% | +7.5% | +17.6% |
| YTD | +84.6% | +28.1% | +56.5% | +81.3% |
| 1Y | +199.8% | +50.0% | +149.8% | +186.5% |
| All | +199.8% | +47.1% | +152.7% | +186.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling