+23.9%
BMY vs GIS
-25.0%
+48.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.1% |
| 7D | -6.4% | -8.4% | +2.0% | -3.8% |
| 30D | +0.2% | -5.2% | +5.4% | +1.7% |
| 3M | +16.0% | +8.2% | +7.8% | +12.3% |
| 6M | +8.3% | -12.0% | +20.3% | +12.2% |
| YTD | +22.2% | -18.9% | +41.1% | +29.5% |
| 1Y | +41.7% | -23.6% | +65.3% | +53.1% |
| 3Y | +20.7% | -37.6% | +58.3% | +38.9% |
| 5Y | +23.9% | -25.2% | +49.1% | +31.8% |
| All | +23.9% | -25.0% | +48.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 5y: compounded portfolio wealth divided by compounded GIS 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…
5y analysis · Full analysis span regression · 6 months rolling