+1,655.9%
BMY vs BBWI
+1,159.1%
+496.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.8% | -4.2% | +6.0% | +2.4% |
| 30D | +6.2% | +24.9% | -18.6% | +3.0% |
| 3M | -2.1% | +13.2% | -15.4% | -4.3% |
| 6M | +14.3% | +12.1% | +2.1% | +11.4% |
| YTD | +21.6% | +11.1% | +10.5% | +18.0% |
| 1Y | +38.8% | +0.7% | +38.1% | +35.5% |
| 3Y | +42.9% | -23.8% | +66.7% | +40.5% |
| 5Y | +30.1% | -66.9% | +97.0% | +39.0% |
| 10Y | +58.2% | -45.3% | +103.5% | +39.5% |
| All | +1,655.9% | +1,159.1% | +496.8% | +544.6% |
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 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