+419.8%
TXN vs BMY
+63.7%
+356.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +4.0% | -4.8% | +8.7% | +5.4% |
| 30D | -2.9% | -0.1% | -2.8% | -3.0% |
| 3M | -9.1% | +13.1% | -22.2% | -13.0% |
| 6M | +36.6% | +8.4% | +28.2% | +32.3% |
| YTD | +57.5% | +22.0% | +35.5% | +46.4% |
| 1Y | +49.5% | +40.3% | +9.2% | +32.4% |
| 3Y | +76.5% | +20.5% | +56.0% | +61.8% |
| 5Y | +62.4% | +23.7% | +38.7% | +45.0% |
| All | +419.8% | +63.7% | +356.1% | +330.7% |
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