+30.1%
BMY vs BBWI
-67.3%
+97.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.8% | -4.2% | +6.0% | +2.1% |
| 30D | +6.2% | +24.9% | -18.6% | +4.8% |
| 3M | -2.1% | +13.2% | -15.4% | -3.0% |
| 6M | +14.3% | +12.1% | +2.1% | +13.1% |
| YTD | +21.6% | +11.1% | +10.5% | +20.1% |
| 1Y | +38.8% | +0.7% | +38.1% | +37.3% |
| 3Y | +42.9% | -23.8% | +66.7% | +42.5% |
| 5Y | +30.1% | -66.9% | +97.0% | +20.6% |
| All | +30.1% | -67.3% | +97.3% | +20.6% |
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