+60.7%
BMY vs BBWI
-55.0%
+115.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.6% |
| 7D | -4.8% | -4.8% | +0.1% | -4.4% |
| 30D | -0.1% | +3.5% | -3.6% | -0.5% |
| 3M | +13.1% | -0.3% | +13.4% | +12.8% |
| 6M | +8.4% | -5.4% | +13.8% | +8.3% |
| YTD | +22.0% | -4.7% | +26.7% | +21.6% |
| 1Y | +40.3% | -30.5% | +70.8% | +42.3% |
| 3Y | +20.5% | -44.3% | +64.8% | +22.4% |
| 5Y | +23.7% | -66.9% | +90.6% | +28.2% |
| All | +60.7% | -55.0% | +115.7% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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