+62.0%
BMY vs ACWI
+226.0%
-164.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -3.3% | +1.1% | -4.4% | -3.8% |
| 30D | 0.0% | -0.2% | +0.1% | +0.1% |
| 3M | +17.7% | +4.7% | +13.0% | +14.8% |
| 6M | +9.6% | +14.5% | -4.8% | +1.9% |
| YTD | +24.0% | +14.6% | +9.4% | +15.1% |
| 1Y | +45.1% | +21.4% | +23.7% | +30.6% |
| 3Y | +22.5% | +77.6% | -55.1% | -11.1% |
| 5Y | +22.3% | +68.1% | -45.8% | -9.3% |
| 10Y | +62.0% | +226.1% | -164.2% | -22.5% |
| All | +62.0% | +226.0% | -164.0% | -22.5% |
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