+12.2%
BMY vs HWM
-17.8%
+30.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.6% |
| 7D | -0.5% | +3.4% | -3.9% | -0.9% |
| 30D | +4.1% | -7.5% | +11.6% | +4.3% |
| 3M | -2.1% | -28.9% | +26.7% | -0.4% |
| 6M | +12.2% | -19.6% | +31.8% | +12.4% |
| All | +12.2% | -17.8% | +30.0% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 6mo: compounded portfolio wealth divided by compounded HWM 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…
6mo analysis · Full analysis span regression · 6 months rolling