+490.6%
BMY vs ACWI
+344.2%
+146.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.5% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | +9.3% | -2.0% | +11.2% | +10.3% |
| 3M | -0.1% | -2.2% | +2.1% | +0.9% |
| 6M | +15.5% | +1.9% | +13.6% | +13.7% |
| YTD | +21.8% | +12.0% | +9.8% | +13.7% |
| 1Y | +34.9% | +12.5% | +22.3% | +25.6% |
| 3Y | +43.2% | +75.4% | -32.2% | +2.9% |
| 5Y | +30.7% | +61.5% | -30.8% | -3.1% |
| 10Y | +59.3% | +227.1% | -167.8% | -23.0% |
| All | +490.6% | +344.2% | +146.4% | +139.5% |
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 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