+60.7%
BMY vs NWSA
+149.4%
-88.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -2.8% | -2.0% | -4.3% |
| 30D | -0.1% | +3.0% | -3.1% | -0.6% |
| 3M | +13.1% | +12.3% | +0.8% | +10.8% |
| 6M | +8.4% | +21.9% | -13.5% | +4.6% |
| YTD | +22.0% | +13.6% | +8.4% | +18.9% |
| 1Y | +40.3% | +0.5% | +39.8% | +39.4% |
| 3Y | +20.5% | +43.8% | -23.2% | +11.5% |
| 5Y | +23.7% | +41.2% | -17.4% | +12.9% |
| All | +60.7% | +149.4% | -88.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling