+556.6%
BMY vs SW
+755.0%
-198.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -1.9% |
| 7D | +0.4% | -5.1% | +5.5% | +0.5% |
| 30D | +5.0% | -4.6% | +9.6% | +5.1% |
| 3M | +19.4% | +9.4% | +10.0% | +19.1% |
| 6M | +9.5% | +3.5% | +6.0% | +9.4% |
| YTD | +28.1% | +22.0% | +6.0% | +27.4% |
| 1Y | +50.0% | +2.2% | +47.8% | +49.6% |
| 3Y | +24.1% | +19.6% | +4.5% | +23.3% |
| 5Y | +25.0% | -2.3% | +27.3% | +24.3% |
| 10Y | +68.7% | +181.4% | -112.7% | +65.8% |
| All | +556.6% | +755.0% | -198.4% | +566.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling