+375.5%
BMY vs GNRC
+2,020.8%
-1,645.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | -6.4% | -0.7% | -5.6% | -6.3% |
| 30D | +0.2% | -15.8% | +16.1% | +1.6% |
| 3M | +16.0% | -24.0% | +40.0% | +18.1% |
| 6M | +8.3% | -13.8% | +22.1% | +8.6% |
| YTD | +22.2% | +33.2% | -11.0% | +17.4% |
| 1Y | +41.7% | -1.8% | +43.5% | +39.5% |
| 3Y | +20.7% | +57.7% | -37.0% | +11.9% |
| 5Y | +23.9% | -59.7% | +83.7% | +28.6% |
| 10Y | +62.9% | +430.7% | -367.8% | +15.9% |
| All | +375.5% | +2,020.8% | -1,645.3% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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