+483.4%
BMY vs ACWI
+330.0%
+153.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | -0.5% | -2.4% | +1.8% | +0.7% |
| 30D | +4.1% | -5.2% | +9.3% | +7.0% |
| 3M | -2.1% | -4.8% | +2.7% | +0.4% |
| 6M | +12.2% | -1.3% | +13.5% | +12.5% |
| YTD | +20.3% | +8.4% | +11.9% | +14.4% |
| 1Y | +39.2% | +11.0% | +28.2% | +30.6% |
| 3Y | +35.6% | +70.6% | -35.0% | -1.0% |
| 5Y | +28.6% | +55.3% | -26.7% | -2.6% |
| 10Y | +73.9% | +223.2% | -149.3% | -15.4% |
| All | +483.4% | +330.0% | +153.5% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling