+1,643.1%
TSM vs BMY
+59.8%
+1,583.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -1.9% |
| 7D | +6.2% | +2.1% | +4.1% | +5.9% |
| 30D | -7.3% | +7.0% | -14.3% | -8.2% |
| 3M | -7.1% | -0.9% | -6.3% | -7.2% |
| 6M | +0.2% | +14.9% | -14.7% | -2.3% |
| YTD | +32.2% | +22.8% | +9.4% | +27.4% |
| 1Y | +42.8% | +36.2% | +6.6% | +35.1% |
| 3Y | +330.4% | +45.7% | +284.7% | +293.0% |
| 5Y | +263.9% | +31.3% | +232.7% | +233.8% |
| All | +1,643.1% | +59.8% | +1,583.3% | +1,424.8% |
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 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