+36.0%
TSM vs BMY
+45.9%
-9.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.3% | -1.6% |
| 7D | -10.0% | +6.0% | -15.9% | -9.2% |
| 30D | -18.5% | +9.1% | -27.7% | -17.5% |
| 3M | -4.9% | -2.6% | -2.3% | -4.5% |
| 6M | -1.0% | +13.1% | -14.1% | +0.8% |
| YTD | +31.3% | +23.0% | +8.2% | +35.5% |
| 1Y | +36.0% | +45.6% | -9.5% | +39.8% |
| All | +36.0% | +45.9% | -9.9% | +39.8% |
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