+1,815.4%
TSM vs BMY
+61.9%
+1,753.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.8% | -4.8% | +9.6% | +5.5% |
| 30D | +4.0% | -0.7% | +4.7% | +4.0% |
| 3M | +2.0% | +15.3% | -13.4% | -0.3% |
| 6M | +25.5% | +8.5% | +17.0% | +23.7% |
| YTD | +44.0% | +23.4% | +20.6% | +39.0% |
| 1Y | +75.4% | +42.9% | +32.5% | +65.1% |
| 3Y | +406.7% | +22.0% | +384.8% | +386.8% |
| 5Y | +285.0% | +24.3% | +260.7% | +261.7% |
| 10Y | +1,815.4% | +64.6% | +1,750.8% | +1,600.1% |
| All | +1,815.4% | +61.9% | +1,753.5% | +1,600.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling