+1,655.9%
BMY vs GPC
+2,105.4%
-449.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +6.2% | -1.8% | +8.0% | +6.7% |
| 3M | -2.1% | -6.6% | +4.4% | -0.1% |
| 6M | +14.3% | +21.3% | -7.1% | +6.3% |
| YTD | +21.6% | +4.3% | +17.3% | +18.0% |
| 1Y | +38.8% | +3.3% | +35.5% | +35.0% |
| 3Y | +42.9% | +0.8% | +42.2% | +36.5% |
| 5Y | +30.1% | +7.4% | +22.7% | +18.4% |
| 10Y | +58.2% | +79.2% | -21.1% | +11.9% |
| All | +1,655.9% | +2,105.4% | -449.5% | +351.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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