+60.1%
BMY vs BWA
+94.2%
-34.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.1% | +4.3% | -2.2% | +1.5% |
| 30D | +7.0% | -13.0% | +20.0% | +8.9% |
| 3M | -0.9% | -24.8% | +23.9% | +2.8% |
| 6M | +14.9% | -23.5% | +38.4% | +18.4% |
| YTD | +22.8% | +13.8% | +9.0% | +18.1% |
| 1Y | +36.2% | +13.4% | +22.8% | +30.9% |
| 3Y | +45.7% | +62.8% | -17.1% | +30.9% |
| 5Y | +31.3% | +28.5% | +2.8% | +20.2% |
| All | +60.1% | +94.2% | -34.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling