+30.9%
BMY vs GTLB
-62.5%
+93.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.8% |
| 7D | +2.1% | -0.7% | +2.8% | +2.1% |
| 30D | +7.0% | -10.2% | +17.2% | +7.0% |
| 3M | -0.9% | +10.1% | -11.0% | -0.9% |
| 6M | +14.9% | +116.5% | -101.5% | +14.5% |
| YTD | +22.8% | +27.2% | -4.4% | +22.8% |
| 1Y | +36.2% | +8.6% | +27.7% | +36.4% |
| 3Y | +45.7% | +5.6% | +40.1% | +45.2% |
| All | +30.9% | -62.5% | +93.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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