+32.9%
TSLA vs BMY
+20.8%
+12.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -3.4% | -6.4% | +3.0% | -3.1% |
| 30D | +9.2% | +0.2% | +9.0% | +9.3% |
| 3M | -4.7% | +16.0% | -20.7% | -5.2% |
| 6M | -8.9% | +8.3% | -17.3% | -9.0% |
| YTD | -19.2% | +22.2% | -41.3% | -19.8% |
| 1Y | +4.5% | +41.7% | -37.2% | +3.2% |
| All | +32.9% | +20.8% | +12.0% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling