+322.4%
BMY vs GM
+230.9%
+91.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -0.9% | -2.8% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | 0.0% | -1.8% | +1.8% | +0.2% |
| 3M | +17.7% | +2.6% | +15.1% | +17.0% |
| 6M | +9.6% | +14.6% | -4.9% | +6.7% |
| YTD | +24.0% | +6.2% | +17.8% | +22.0% |
| 1Y | +45.1% | +48.7% | -3.6% | +34.6% |
| 3Y | +22.5% | +168.3% | -145.8% | +0.8% |
| 5Y | +22.3% | +82.8% | -60.5% | +4.5% |
| 10Y | +62.0% | +226.2% | -164.2% | +14.2% |
| All | +322.4% | +230.9% | +91.6% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling