+20.7%
BMY vs GM
+168.3%
-147.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.4% |
| 7D | -6.4% | -1.1% | -5.3% | -6.2% |
| 30D | +0.2% | -3.4% | +3.6% | +0.7% |
| 3M | +16.0% | +8.7% | +7.3% | +14.4% |
| 6M | +8.3% | +15.4% | -7.1% | +5.7% |
| YTD | +22.2% | +6.6% | +15.6% | +20.3% |
| 1Y | +41.7% | +51.5% | -9.8% | +32.4% |
| All | +20.7% | +168.3% | -147.6% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling