+3,125.8%
TSLA vs BMY
+59.8%
+3,066.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.2% |
| 7D | +8.9% | +2.1% | +6.9% | +8.4% |
| 30D | +6.3% | +7.0% | -0.7% | +4.6% |
| 3M | +14.8% | -0.9% | +15.7% | +14.8% |
| 6M | -12.4% | +14.9% | -27.3% | -15.6% |
| YTD | -13.2% | +22.8% | -36.1% | -18.0% |
| 1Y | -2.9% | +36.2% | -39.2% | -10.6% |
| 3Y | +74.4% | +45.7% | +28.7% | +53.8% |
| 5Y | +13.3% | +31.3% | -18.0% | +1.8% |
| All | +3,125.8% | +59.8% | +3,066.1% | +2,666.2% |
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 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