+20.5%
BMY vs GWRE
+50.1%
-29.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -4.8% | -13.2% | +8.5% | -4.4% |
| 30D | -0.1% | -18.6% | +18.5% | +0.4% |
| 3M | +13.1% | +18.9% | -5.8% | +12.9% |
| 6M | +8.4% | -11.0% | +19.4% | +8.2% |
| YTD | +22.0% | -29.9% | +51.9% | +22.3% |
| 1Y | +40.3% | -44.3% | +84.6% | +41.5% |
| 3Y | +20.5% | +51.7% | -31.2% | +13.7% |
| All | +20.5% | +50.1% | -29.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling