+43.2%
TER vs BMY
+45.9%
-2.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.0% | -10.8% | -6.2% |
| 7D | -19.9% | +6.0% | -25.8% | -19.1% |
| 30D | -43.5% | +9.1% | -52.7% | -42.8% |
| 3M | -37.8% | -2.6% | -35.2% | -37.2% |
| 6M | -25.6% | +13.1% | -38.7% | -25.5% |
| YTD | +29.8% | +23.0% | +6.8% | +31.1% |
| 1Y | +43.2% | +45.6% | -2.4% | +41.0% |
| All | +43.2% | +45.9% | -2.7% | +41.0% |
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 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