+46.2%
TSLA vs BMY
+22.7%
+23.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +3.0% | -4.8% | +7.8% | +3.3% |
| 30D | +11.2% | -0.7% | +11.8% | +11.2% |
| 3M | -7.3% | +15.3% | -22.6% | -7.9% |
| 6M | -7.7% | +8.5% | -16.3% | -8.0% |
| YTD | -18.2% | +23.4% | -41.7% | -19.1% |
| 1Y | +6.0% | +42.9% | -36.9% | +4.1% |
| 3Y | +48.0% | +22.0% | +26.1% | +49.6% |
| 5Y | +46.2% | +24.3% | +21.8% | +81.7% |
| All | +46.2% | +22.7% | +23.5% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling