+22,131.9%
TSLA vs BMY
+363.3%
+21,768.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.1% | -5.4% |
| 7D | +1.5% | +0.4% | +1.2% | +1.5% |
| 30D | +10.1% | +5.0% | +5.1% | +8.6% |
| 3M | -15.4% | +19.4% | -34.8% | -19.9% |
| 6M | -12.8% | +9.5% | -22.3% | -15.5% |
| YTD | -21.3% | +28.1% | -49.3% | -27.4% |
| 1Y | +4.6% | +50.0% | -45.4% | -8.1% |
| 3Y | +44.5% | +24.1% | +20.4% | +31.7% |
| 5Y | +44.8% | +25.0% | +19.8% | +29.7% |
| 10Y | +2,585.4% | +68.7% | +2,516.7% | +1,978.7% |
| All | +22,131.9% | +363.3% | +21,768.6% | +11,250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling