+22.3%
BMY vs BBWI
-66.8%
+89.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -3.0% |
| 7D | -3.3% | +1.6% | -4.9% | -3.4% |
| 30D | 0.0% | -6.2% | +6.2% | +0.3% |
| 3M | +17.7% | +4.3% | +13.4% | +17.2% |
| 6M | +9.6% | -7.2% | +16.8% | +9.6% |
| YTD | +24.0% | -3.0% | +27.0% | +23.6% |
| 1Y | +45.1% | -30.8% | +75.9% | +46.7% |
| 3Y | +22.5% | -43.4% | +65.9% | +23.7% |
| 5Y | +22.3% | -66.7% | +89.0% | +18.8% |
| All | +22.3% | -66.8% | +89.1% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling