+1,749.1%
BMY vs BBWI
+1,034.6%
+714.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.3% |
| 7D | +0.4% | +1.5% | -1.1% | +0.1% |
| 30D | +5.0% | -5.2% | +10.2% | +5.5% |
| 3M | +19.4% | +11.1% | +8.3% | +17.1% |
| 6M | +9.5% | -13.4% | +22.9% | +10.5% |
| YTD | +28.1% | +0.1% | +28.0% | +26.4% |
| 1Y | +50.0% | -36.1% | +86.1% | +55.9% |
| 3Y | +24.1% | -44.1% | +68.2% | +27.5% |
| 5Y | +25.0% | -66.2% | +91.2% | +33.2% |
| 10Y | +68.7% | -54.8% | +123.4% | +53.6% |
| All | +1,749.1% | +1,034.6% | +714.5% | +590.4% |
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