+60.7%
BMY vs BWA
+156.8%
-96.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.4% |
| 7D | -4.8% | -1.3% | -3.4% | -4.6% |
| 30D | -0.1% | -2.9% | +2.8% | +0.2% |
| 3M | +13.1% | -10.7% | +23.8% | +14.6% |
| 6M | +8.4% | +26.5% | -18.1% | +4.0% |
| YTD | +22.0% | +49.1% | -27.1% | +13.4% |
| 1Y | +40.3% | +52.1% | -11.8% | +29.9% |
| 3Y | +20.5% | +72.6% | -52.0% | +7.9% |
| 5Y | +23.7% | +89.4% | -65.7% | +7.3% |
| All | +60.7% | +156.8% | -96.1% | +30.9% |
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