+41.0%
BMY vs GTLB
-47.1%
+88.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -1.9% |
| 7D | +0.4% | +11.1% | -10.7% | +0.3% |
| 30D | +5.0% | +37.8% | -32.8% | +4.8% |
| 3M | +19.4% | +61.6% | -42.2% | +19.0% |
| 6M | +9.5% | +98.9% | -89.4% | +9.1% |
| YTD | +28.1% | +32.8% | -4.7% | +28.0% |
| 1Y | +50.0% | +14.7% | +35.3% | +50.0% |
| 3Y | +24.1% | +1.3% | +22.7% | +23.6% |
| All | +41.0% | -47.1% | +88.1% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling