+2,664.3%
TSLA vs BMY
+63.7%
+2,600.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.2% | -4.8% | +8.0% | +4.3% |
| 30D | +11.6% | -0.1% | +11.7% | +11.6% |
| 3M | -8.4% | +13.1% | -21.6% | -11.1% |
| 6M | -10.4% | +8.4% | -18.8% | -12.3% |
| YTD | -18.7% | +22.0% | -40.7% | -22.7% |
| 1Y | -0.9% | +40.3% | -41.2% | -8.9% |
| 3Y | +33.6% | +20.5% | +13.1% | +26.1% |
| 5Y | +48.9% | +23.7% | +25.2% | +37.8% |
| All | +2,664.3% | +63.7% | +2,600.6% | +2,278.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling