+1,749.1%
BMY vs GAP
+2,258.2%
-509.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +0.4% | -4.5% | +4.8% | +0.9% |
| 30D | +5.0% | +9.0% | -4.0% | +3.7% |
| 3M | +19.4% | +5.0% | +14.4% | +18.3% |
| 6M | +9.5% | -17.8% | +27.3% | +11.3% |
| YTD | +28.1% | -10.4% | +38.5% | +28.5% |
| 1Y | +50.0% | -3.4% | +53.4% | +48.7% |
| 3Y | +24.1% | +111.5% | -87.4% | +6.8% |
| 5Y | +25.0% | +8.8% | +16.2% | +12.7% |
| 10Y | +68.7% | +32.9% | +35.8% | +33.8% |
| All | +1,749.1% | +2,258.2% | -509.1% | +534.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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