+995.4%
TER vs BMY
+59.8%
+935.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.8% |
| 7D | +14.4% | +2.1% | +12.3% | +13.7% |
| 30D | -30.6% | +7.0% | -37.6% | -32.1% |
| 3M | -39.2% | -0.9% | -38.3% | -39.5% |
| 6M | -31.3% | +14.9% | -46.2% | -35.1% |
| YTD | +29.1% | +22.8% | +6.3% | +19.5% |
| 1Y | +47.4% | +36.2% | +11.2% | +32.0% |
| 3Y | +191.2% | +45.7% | +145.5% | +147.7% |
| 5Y | +74.0% | +31.3% | +42.7% | +51.1% |
| All | +995.4% | +59.8% | +935.7% | +782.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling