+4.5%
TSLA vs BMY
+42.1%
-37.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -3.4% | -6.4% | +3.0% | -2.7% |
| 30D | +9.2% | +0.2% | +9.0% | +9.4% |
| 3M | -4.7% | +16.0% | -20.7% | -5.8% |
| 6M | -8.9% | +8.3% | -17.3% | -8.7% |
| YTD | -19.2% | +22.2% | -41.3% | -20.9% |
| 1Y | +4.5% | +41.7% | -37.2% | +4.5% |
| All | +4.5% | +42.1% | -37.6% | +4.5% |
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