+42.0%
BMY vs W
+151.3%
-109.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.3% |
| 7D | -1.4% | +3.3% | -4.7% | -1.6% |
| 30D | +5.1% | +10.5% | -5.4% | +4.5% |
| 3M | -3.0% | +9.6% | -12.6% | -3.6% |
| 6M | +13.1% | +76.4% | -63.3% | +8.8% |
| YTD | +20.3% | +16.4% | +3.9% | +18.2% |
| 1Y | +39.0% | +9.3% | +29.7% | +37.1% |
| 3Y | +42.0% | +172.8% | -130.8% | +27.6% |
| All | +42.0% | +151.3% | -109.3% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling