+36.3%
BMY vs SW
+40.4%
-4.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.5% |
| 7D | +2.8% | +4.7% | -1.8% | +2.4% |
| 30D | +5.9% | +5.0% | +0.9% | +5.5% |
| 3M | -0.8% | -7.3% | +6.5% | -0.3% |
| 6M | +12.1% | +15.0% | -2.9% | +10.5% |
| YTD | +21.0% | +18.5% | +2.5% | +18.4% |
| 1Y | +40.4% | +27.1% | +13.3% | +36.5% |
| All | +36.3% | +40.4% | -4.0% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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