+44.1%
BMY vs GLXY
-40.0%
+84.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +1.1% |
| 7D | +1.8% | -16.2% | +17.9% | +1.7% |
| 30D | +6.2% | -30.6% | +36.8% | +6.4% |
| 3M | -2.1% | -27.7% | +25.6% | -2.2% |
| 6M | +14.3% | -53.3% | +67.6% | +14.8% |
| YTD | +21.6% | -36.9% | +58.5% | +20.6% |
| 1Y | +38.8% | -55.6% | +94.4% | +38.5% |
| All | +44.1% | -40.0% | +84.1% | +40.6% |
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