+1,673.5%
BMY vs GAP
+2,131.7%
-458.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +2.1% | -1.9% | +4.0% | +2.3% |
| 30D | +7.0% | -7.1% | +14.1% | +7.9% |
| 3M | -0.9% | +4.1% | -5.0% | -1.7% |
| 6M | +14.9% | +1.9% | +13.0% | +13.8% |
| YTD | +22.8% | -15.2% | +38.0% | +23.9% |
| 1Y | +36.2% | -10.6% | +46.9% | +36.4% |
| 3Y | +45.7% | +74.6% | -28.9% | +28.6% |
| 5Y | +31.3% | +3.7% | +27.6% | +19.1% |
| 10Y | +60.6% | +2.4% | +58.2% | +32.4% |
| All | +1,673.5% | +2,131.7% | -458.2% | +511.7% |
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