+30.9%
BMY vs NWSA
+18.8%
+12.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.5% |
| 7D | +2.1% | +2.2% | -0.1% | +1.8% |
| 30D | +7.0% | -8.8% | +15.8% | +8.0% |
| 3M | -0.9% | -6.5% | +5.6% | -0.2% |
| 6M | +14.9% | +1.5% | +13.4% | +14.7% |
| YTD | +22.8% | +4.0% | +18.8% | +22.3% |
| 1Y | +36.2% | +3.4% | +32.8% | +35.7% |
| 3Y | +45.7% | +34.8% | +10.8% | +41.3% |
| All | +30.9% | +18.8% | +12.1% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling