+45.7%
BMY vs GD
+58.2%
-12.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.1% | +2.7% | -0.6% | +1.4% |
| 30D | +7.0% | +8.6% | -1.6% | +4.7% |
| 3M | -0.9% | -7.1% | +6.2% | +0.9% |
| 6M | +14.9% | +7.5% | +7.5% | +12.7% |
| YTD | +22.8% | +9.9% | +12.9% | +19.6% |
| 1Y | +36.2% | +7.6% | +28.7% | +33.4% |
| 3Y | +45.7% | +56.2% | -10.5% | +29.8% |
| All | +45.7% | +58.2% | -12.5% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling