+60.7%
BMY vs GM
+240.0%
-179.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.8% | -2.4% | -2.3% | -4.4% |
| 30D | -0.1% | -1.1% | +1.0% | 0.0% |
| 3M | +13.1% | +6.1% | +7.0% | +11.9% |
| 6M | +8.4% | +15.0% | -6.6% | +5.8% |
| YTD | +22.0% | +6.0% | +16.0% | +20.2% |
| 1Y | +40.3% | +47.1% | -6.8% | +31.4% |
| 3Y | +20.5% | +170.5% | -150.0% | +1.5% |
| 5Y | +23.7% | +80.5% | -56.8% | +7.9% |
| All | +60.7% | +240.0% | -179.3% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling