+45.6%
BMY vs GM
+37.1%
+8.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.6% | +3.6% |
| 7D | +6.0% | +12.1% | -6.1% | +5.0% |
| 30D | +9.1% | +15.2% | -6.1% | +7.7% |
| 3M | -2.6% | +4.9% | -7.5% | -2.8% |
| 6M | +13.1% | +22.6% | -9.5% | +9.6% |
| YTD | +23.0% | +14.4% | +8.6% | +19.4% |
| 1Y | +45.6% | +39.4% | +6.1% | +30.1% |
| All | +45.6% | +37.1% | +8.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling