+12,377.6%
TSM vs BMY
+322.8%
+12,054.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.2% |
| 30D | -14.3% | +5.1% | -19.4% | -15.8% |
| 3M | -7.2% | -3.0% | -4.2% | -7.0% |
| 6M | -5.1% | +13.1% | -18.2% | -9.5% |
| YTD | +28.9% | +20.3% | +8.6% | +20.3% |
| 1Y | +37.1% | +39.0% | -1.9% | +22.2% |
| 3Y | +341.5% | +42.0% | +299.5% | +276.9% |
| 5Y | +245.7% | +28.5% | +217.2% | +199.3% |
| 10Y | +1,502.2% | +57.5% | +1,444.7% | +1,152.7% |
| All | +12,377.6% | +322.8% | +12,054.8% | +3,427.5% |
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 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