+59.0%
BMY vs ACWI
+223.6%
-164.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.3% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | +6.2% | -3.3% | +9.5% | +7.9% |
| 3M | -2.1% | -3.4% | +1.3% | -0.6% |
| 6M | +14.3% | +0.8% | +13.5% | +13.3% |
| YTD | +21.6% | +10.7% | +10.9% | +14.7% |
| 1Y | +38.8% | +11.6% | +27.2% | +30.3% |
| 3Y | +42.9% | +73.4% | -30.5% | +4.9% |
| 5Y | +30.1% | +60.2% | -30.1% | -0.9% |
| All | +59.0% | +223.6% | -164.6% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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