+219.1%
TER vs BMY
+22.9%
+196.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.5% |
| 7D | +11.0% | -3.3% | +14.3% | +11.2% |
| 30D | -1.9% | 0.0% | -1.8% | -2.0% |
| 3M | -0.7% | +17.7% | -18.4% | -2.5% |
| 6M | +36.4% | +9.6% | +26.7% | +35.0% |
| YTD | +92.4% | +24.0% | +68.5% | +88.2% |
| 1Y | +213.5% | +45.1% | +168.4% | +201.4% |
| 3Y | +277.2% | +22.5% | +254.7% | +277.8% |
| 5Y | +219.1% | +22.3% | +196.8% | +259.2% |
| All | +219.1% | +22.9% | +196.3% | +259.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling