+1,673.5%
BMY vs BBWI
+1,144.0%
+529.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +2.1% | +0.1% | +1.9% | +2.1% |
| 30D | +7.0% | +12.9% | -5.9% | +5.2% |
| 3M | -0.9% | +16.0% | -16.9% | -3.3% |
| 6M | +14.9% | +16.6% | -1.7% | +11.4% |
| YTD | +22.8% | +9.7% | +13.1% | +19.4% |
| 1Y | +36.2% | +1.5% | +34.7% | +32.8% |
| 3Y | +45.7% | -21.4% | +67.0% | +42.6% |
| 5Y | +31.3% | -67.6% | +98.8% | +40.7% |
| 10Y | +60.6% | -46.8% | +107.4% | +42.3% |
| All | +1,673.5% | +1,144.0% | +529.5% | +552.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling