+79.6%
BMY vs TW
+206.7%
-127.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -4.8% | -4.5% | -0.3% | -4.2% |
| 30D | -0.1% | -2.3% | +2.2% | +0.1% |
| 3M | +13.1% | +2.6% | +10.5% | +12.4% |
| 6M | +8.4% | -17.5% | +26.0% | +10.6% |
| YTD | +22.0% | -5.3% | +27.3% | +21.9% |
| 1Y | +40.3% | -14.8% | +55.1% | +42.1% |
| 3Y | +20.5% | +18.8% | +1.7% | +15.9% |
| 5Y | +23.7% | +20.7% | +3.0% | +17.4% |
| All | +79.6% | +206.7% | -127.1% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling