+14,183.4%
TER vs BMY
+1,782.2%
+12,401.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +6.1% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | -8.3% | +5.0% | -13.3% | -10.0% |
| 3M | -12.2% | +19.4% | -31.6% | -18.1% |
| 6M | +17.1% | +9.5% | +7.5% | +12.5% |
| YTD | +84.7% | +28.1% | +56.6% | +68.2% |
| 1Y | +199.9% | +50.0% | +149.9% | +158.2% |
| 3Y | +232.8% | +24.1% | +208.7% | +197.0% |
| 5Y | +198.6% | +25.0% | +173.6% | +162.1% |
| 10Y | +1,669.7% | +68.7% | +1,601.1% | +1,269.6% |
| All | +14,183.4% | +1,782.2% | +12,401.3% | +4,300.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling