+54.6%
TER vs BMY
+27.8%
+26.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.1% | +2.6% |
| 7D | -20.5% | -0.5% | -19.9% | -20.4% |
| 30D | -47.0% | +4.1% | -51.1% | -47.1% |
| 3M | -43.3% | -2.1% | -41.2% | -43.3% |
| 6M | -42.9% | +12.2% | -55.1% | -43.8% |
| YTD | +12.9% | +20.3% | -7.5% | +10.7% |
| 1Y | +18.2% | +39.2% | -21.0% | +14.1% |
| 3Y | +151.8% | +35.6% | +116.2% | +148.5% |
| All | +54.6% | +27.8% | +26.8% | +85.7% |
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