+24.3%
BMY vs KWEB
-42.7%
+67.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | -4.8% | -5.6% | +0.8% | -4.6% |
| 30D | -0.1% | -10.7% | +10.6% | +0.2% |
| 3M | +13.1% | -7.4% | +20.5% | +13.3% |
| 6M | +8.4% | -19.3% | +27.7% | +8.9% |
| YTD | +22.0% | -27.8% | +49.7% | +22.8% |
| 1Y | +40.3% | -35.9% | +76.2% | +41.6% |
| 3Y | +20.5% | -1.9% | +22.5% | +20.3% |
| All | +24.3% | -42.7% | +67.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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