+47.4%
TER vs BMY
+35.2%
+12.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.1% |
| 7D | +14.4% | +2.1% | +12.3% | +14.7% |
| 30D | -30.6% | +7.0% | -37.6% | -29.9% |
| 3M | -39.2% | -0.9% | -38.3% | -38.8% |
| 6M | -31.3% | +14.9% | -46.2% | -31.7% |
| YTD | +29.1% | +22.8% | +6.3% | +31.1% |
| 1Y | +47.4% | +36.2% | +11.2% | +49.2% |
| All | +47.4% | +35.2% | +12.3% | +49.2% |
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