+530.7%
BMY vs SW
+743.1%
-212.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +3.9% |
| 7D | +6.0% | +12.1% | -6.1% | +5.7% |
| 30D | +9.1% | +6.6% | +2.6% | +9.0% |
| 3M | -2.6% | -6.0% | +3.4% | -2.5% |
| 6M | +13.1% | +21.5% | -8.3% | +12.6% |
| YTD | +23.0% | +20.3% | +2.7% | +22.4% |
| 1Y | +45.6% | +28.1% | +17.4% | +44.7% |
| 3Y | +38.5% | +51.6% | -13.1% | +37.4% |
| 5Y | +31.9% | -0.1% | +32.0% | +31.1% |
| 10Y | +77.8% | +189.7% | -112.0% | +74.8% |
| All | +530.7% | +743.1% | -212.3% | +540.7% |
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