+1,670.5%
BMY vs BWA
+3,492.4%
-1,821.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.6% | -2.3% |
| 7D | +0.4% | +5.7% | -5.3% | -0.6% |
| 30D | +5.0% | +1.4% | +3.6% | +4.7% |
| 3M | +19.4% | -12.1% | +31.5% | +21.5% |
| 6M | +9.5% | +28.6% | -19.0% | +4.1% |
| YTD | +28.1% | +51.1% | -23.0% | +17.5% |
| 1Y | +50.0% | +55.9% | -5.9% | +36.7% |
| 3Y | +24.1% | +70.1% | -46.1% | +9.8% |
| 5Y | +25.0% | +90.7% | -65.7% | +6.2% |
| 10Y | +68.7% | +154.0% | -85.3% | +29.5% |
| All | +1,670.5% | +3,492.4% | -1,821.9% | +766.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling