+24.3%
BMY vs GM
+78.3%
-54.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.8% | -2.4% | -2.3% | -4.5% |
| 30D | -0.1% | -1.1% | +1.0% | 0.0% |
| 3M | +13.1% | +6.1% | +7.0% | +12.3% |
| 6M | +8.4% | +15.0% | -6.6% | +6.6% |
| YTD | +22.0% | +6.0% | +16.0% | +20.7% |
| 1Y | +40.3% | +47.1% | -6.8% | +34.4% |
| 3Y | +20.5% | +170.5% | -150.0% | +9.2% |
| All | +24.3% | +78.3% | -54.0% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling