+45.7%
BMY vs GFS
-19.0%
+64.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +1.9% |
| 7D | +2.1% | +7.4% | -5.3% | +1.8% |
| 30D | +7.0% | -15.3% | +22.3% | +7.6% |
| 3M | -0.9% | -21.1% | +20.2% | -0.1% |
| 6M | +14.9% | -44.5% | +59.4% | +16.7% |
| YTD | +22.8% | +19.2% | +3.6% | +17.3% |
| 1Y | +36.2% | +27.2% | +9.0% | +29.4% |
| 3Y | +45.7% | -20.1% | +65.8% | +40.3% |
| All | +45.7% | -19.0% | +64.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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