+24.3%
BMY vs BWA
+89.5%
-65.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -0.7% | -5.6% | +4.9% | -0.2% |
| 3M | +15.3% | -10.7% | +26.0% | +16.5% |
| 6M | +8.5% | +23.2% | -14.6% | +5.3% |
| YTD | +23.4% | +46.0% | -22.5% | +16.5% |
| 1Y | +42.9% | +51.2% | -8.2% | +34.2% |
| 3Y | +22.0% | +69.6% | -47.6% | +10.7% |
| 5Y | +24.3% | +86.6% | -62.3% | +9.9% |
| All | +24.3% | +89.5% | -65.1% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling