+4.6%
TSLA vs BMY
+47.1%
-42.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.1% | -5.7% |
| 7D | +1.5% | +0.4% | +1.2% | +1.5% |
| 30D | +10.1% | +5.0% | +5.1% | +9.7% |
| 3M | -15.4% | +19.4% | -34.8% | -16.6% |
| 6M | -12.8% | +9.5% | -22.3% | -12.4% |
| YTD | -21.3% | +28.1% | -49.3% | -23.5% |
| 1Y | +4.6% | +50.0% | -45.4% | +2.9% |
| All | +4.6% | +47.1% | -42.5% | +2.9% |
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