+25.2%
BMY vs NWSA
+40.1%
-14.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -4.8% | -3.1% | -1.7% | -4.5% |
| 30D | -0.7% | +4.3% | -4.9% | -1.0% |
| 3M | +15.3% | +9.2% | +6.1% | +14.3% |
| 6M | +8.5% | +21.6% | -13.0% | +6.5% |
| YTD | +23.4% | +14.2% | +9.2% | +21.8% |
| 1Y | +42.9% | +1.8% | +41.2% | +42.3% |
| 3Y | +22.0% | +44.4% | -22.5% | +17.3% |
| All | +25.2% | +40.1% | -14.9% | +19.7% |
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 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