+245.7%
TSM vs BMY
+28.6%
+217.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.6% |
| 30D | -14.3% | +5.1% | -19.4% | -13.9% |
| 3M | -7.2% | -3.0% | -4.2% | -7.3% |
| 6M | -5.1% | +13.1% | -18.2% | -4.3% |
| YTD | +28.9% | +20.3% | +8.6% | +30.7% |
| 1Y | +37.1% | +39.0% | -1.9% | +40.1% |
| 3Y | +341.5% | +42.0% | +299.5% | +357.5% |
| 5Y | +245.7% | +28.5% | +217.2% | +274.5% |
| All | +245.7% | +28.6% | +217.0% | +274.5% |
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