+45.7%
BMY vs NWSA
+32.6%
+13.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.4% |
| 7D | +2.1% | +2.2% | -0.1% | +1.7% |
| 30D | +7.0% | -8.8% | +15.8% | +8.3% |
| 3M | -0.9% | -6.5% | +5.6% | +0.1% |
| 6M | +14.9% | +1.5% | +13.4% | +14.8% |
| YTD | +22.8% | +4.0% | +18.8% | +22.4% |
| 1Y | +36.2% | +3.4% | +32.8% | +35.8% |
| 3Y | +45.7% | +34.8% | +10.8% | +38.3% |
| All | +45.7% | +32.6% | +13.1% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling