+30.9%
BMY vs TW
+41.2%
-10.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.7% |
| 7D | +2.1% | +3.9% | -1.8% | +1.8% |
| 30D | +7.0% | +19.9% | -12.9% | +5.8% |
| 3M | -0.9% | +25.9% | -26.8% | -2.3% |
| 6M | +14.9% | +21.1% | -6.2% | +13.4% |
| YTD | +22.8% | +23.9% | -1.1% | +20.5% |
| 1Y | +36.2% | +21.2% | +15.0% | +33.9% |
| 3Y | +45.7% | +44.8% | +0.9% | +41.8% |
| All | +30.9% | +41.2% | -10.4% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling