+520.9%
BMY vs ACWI
+356.8%
+164.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | +0.4% | +0.5% | -0.1% | +0.1% |
| 30D | +5.0% | +0.9% | +4.1% | +4.5% |
| 3M | +19.4% | +2.4% | +17.0% | +17.6% |
| 6M | +9.5% | +12.4% | -2.8% | +2.3% |
| YTD | +28.1% | +15.2% | +12.9% | +18.0% |
| 1Y | +50.0% | +22.7% | +27.3% | +33.3% |
| 3Y | +24.1% | +75.8% | -51.7% | -10.7% |
| 5Y | +25.0% | +67.7% | -42.7% | -9.1% |
| 10Y | +68.7% | +229.0% | -160.3% | -18.6% |
| All | +520.9% | +356.8% | +164.1% | +148.4% |
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