+27.3%
BMY vs SW
-2.6%
+29.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.5% |
| 7D | -0.5% | +2.3% | -2.9% | -0.6% |
| 30D | +4.1% | +6.8% | -2.7% | +3.9% |
| 3M | -3.1% | -5.2% | +2.1% | -3.0% |
| 6M | +11.0% | +7.4% | +3.6% | +10.7% |
| YTD | +19.1% | +17.4% | +1.7% | +18.2% |
| 1Y | +37.8% | +27.1% | +10.7% | +36.4% |
| 3Y | +34.2% | +47.9% | -13.7% | +34.0% |
| All | +27.3% | -2.6% | +29.9% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling