+46.3%
BMY vs GLXY
+7.0%
+39.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | -0.3% |
| 7D | -4.8% | +4.5% | -9.3% | -4.9% |
| 30D | -0.7% | +28.8% | -29.5% | -1.0% |
| 3M | +15.3% | -23.0% | +38.4% | +15.4% |
| 6M | +8.5% | +17.0% | -8.5% | +7.7% |
| YTD | +23.4% | +12.5% | +11.0% | +21.9% |
| 1Y | +42.9% | -5.4% | +48.3% | +40.5% |
| All | +46.3% | +7.0% | +39.3% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling